# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-25-000256
**Filing Date:** 2025-11
**Character Count:** 1261800
**Document Hash:** 64d66af49c7d58ada0f6a6f7c975c846
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-25-000256.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000836906-25-000256

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 251518230

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Core Bond Fund (Series ID: S000053068)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000166995 | Admiral Shares  | VCOBX           |
| C000166996 | Investor Shares | VCORX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000053068

- **c. LEI of Series:** 5493004LZLCTSJUBPZ86

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $20597381987.87

**Total Liabilities:** $3159490105.02

**Net Assets:** $17437891882.85

**Delayed Delivery Securities:** $1036902881.97

**Cash Not Reported:** $3017342.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -22464.98581264 | **1-Year:** -610822.77849794 | **5-Year:** -1700874.86628407 | **10-Year:** -2264282.19840699 | **30-Year:** -1046997.25212578

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

- **3-Month:** -2387.18680799 | **1-Year:** -34982.38472606 | **5-Year:** -74401.78522369 | **10-Year:** -60388.89313944 | **30-Year:** -26998.50167567

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166995 | -0.17%               | 1.16%                | 1.09%                |
| Class ID C000166996 | -0.18%               | 1.15%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14729149.13             | $-138296740.35                             |
| Month 2  | $2677347.50              | $125621509.45                              |
| Month 3  | $20401935.86             | $102687390.60                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Float Adjusted Index

- **Index Identifier:** I20984US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | SOFR 1yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       -1718 | NC      | $-365075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOFR 1yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       13264 | NC      | $1658000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOFR 2yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        1717 | NC      | $418518.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20882.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11430.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3157.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-101673.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9734.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-194671.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-186647.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-492200.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-102530.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2712.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1341.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5267.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5749.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1571.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10811.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2430.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $692311.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2265085.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $219127.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5437.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2127.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $535235.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28700.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2113.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $43.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3506.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12011.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $89459.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7578.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12915.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $229775.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3590.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-635.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-189289.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-246443.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1073.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                                | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |      300000 | PA      | $365478.11     | 0.00%             | 2034-06-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                          | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |     3900000 | PA      | $2488596.99    | 0.01%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    10000000 | PA      | $6355615.26    | 0.04%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     1900000 | PA      | $2064701.40    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                    | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     5800000 | PA      | $6364690.03    | 0.04%             | 2034-04-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                      | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     4000000 | PA      | $4528050.68    | 0.03%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government International Bond                                 | BELGIUM KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    27264000 | PA      | $25042084.88   | 0.14%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     3788224 | NS      | $378822373.40  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -540 | NC      | $-1059847.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2531520.73    | 0.01%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $254586.32     | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1580346.16    | 0.01%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $5466465.73    | 0.03%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2612493.36    | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbejdernes Landsbank AS                                                         | ARBEJDERNES LAND                   | CUSIP: N/A<br>LEI: 549300D6BJ7XOO03RR69       | Long             | DBT              | CORP              | DK        |    10300000 | PA      | $12157976.96   | 0.07%             | 2030-03-05      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         548 | NC      | $-101089.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    34200000 | PA      | $40517171.07   | 0.23%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    42200000 | PA      | $49712129.01   | 0.29%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                             | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    21000000 | PA      | $24368301.90   | 0.14%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    69213000 | PA      | $36503679.03   | 0.21%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    10650116 | PA      | $6134453.95    | 0.04%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $2415336.12    | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     8100000 | PA      | $8023882.75    | 0.05%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                     | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1386056.61    | 0.01%             | 2174-09-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $2430926.54    | 0.01%             | 2031-06-30      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6100000 | PA      | $7757807.59    | 0.04%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $2098392.36    | 0.01%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     4000000 | PA      | $4760323.79    | 0.03%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                         | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2537372.73    | 0.01%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     3300000 | PA      | $3984229.59    | 0.02%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA                   | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     3700000 | PA      | $4535108.18    | 0.03%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $838863.09     | 0.00%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1086920.70    | 0.01%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1187088.65    | 0.01%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     3400000 | PA      | $3967028.61    | 0.02%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $823278.47     | 0.00%             | 2037-02-18      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Altrad Investment Authority SAS                                                  | ALTRAD INVESTMEN                   | CUSIP: N/A<br>LEI: 969500ZVXDEW43J4LH50       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1774333.60    | 0.01%             | 2029-06-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         109 | NC      | $14365.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -162 | NC      | $-185696.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    40217797 | PA      | $45193803.79   | 0.26%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     4911607 | PA      | $6473359.89    | 0.04%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    37495000 | PA      | $44372987.88   | 0.25%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    21301000 | PA      | $25456900.37   | 0.15%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    12014000 | PA      | $15113455.14   | 0.09%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    18470000 | PA      | $21122219.64   | 0.12%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    20600000 | PA      | $23875856.49   | 0.14%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    57234000 | PA      | $67562801.51   | 0.39%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -198 | NC      | $1816174.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  2590400000 | PA      | $9915548.83    | 0.06%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  2394200000 | PA      | $10616802.53   | 0.06%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  2394200000 | PA      | $13509420.62   | 0.08%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  4275150000 | PA      | $25139327.43   | 0.14%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT Future   Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -379 | NC      | $-156193.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1187 | NC      | $184852.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    23718000 | PA      | $26253453.61   | 0.15%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    48602000 | PA      | $56840265.73   | 0.33%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -3000 | NC      | $-1675738.31   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    54660456 | PA      | $62754846.60   | 0.36%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        6679 | NC      | $759701.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        5498 | NC      | $-680209.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1876 | NC      | $-4762510.28   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3830000 | PA      | $3937693.43    | 0.02%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     5445000 | PA      | $5649631.52    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    12910000 | PA      | $12883950.16   | 0.07%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2113406.53    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $951215.09     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3240000 | PA      | $3212108.31    | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2640000 | PA      | $2731429.41    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $4085565.88    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       16000 | PA      | $13975.06      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94872.89      | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      235000 | PA      | $248514.05     | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 A                   | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3590000 | PA      | $3545081.92    | 0.02%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2350000 | PA      | $2294369.39    | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 A                   | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2920000 | PA      | $2877349.02    | 0.02%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 B                   | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2192375.93    | 0.01%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2025-SFR1 A                   | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3620000 | PA      | $3480271.26    | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      478000 | PA      | $422285.18     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $455303.81     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                            | ARIFL 2025-B A3                    | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1020000 | PA      | $1033398.01    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6240000 | PA      | $5386327.33    | 0.03%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $488099.63     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4238000 | PA      | $2918807.62    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2867000 | PA      | $1960346.29    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $4851290.70    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13860000 | PA      | $14094288.33   | 0.08%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    36895000 | PA      | $38270212.14   | 0.22%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      113750 | PA      | $113806.71     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      853000 | PA      | $856419.59     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2222764.56    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8632000 | PA      | $7723834.67    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      725000 | PA      | $612076.03     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2998059.39    | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113292.92     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      265000 | PA      | $273302.36     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2700000 | PA      | $2221519.68    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    20760000 | PA      | $21207903.15   | 0.12%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10852000 | PA      | $11016917.72   | 0.06%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     7665000 | PA      | $7629190.70    | 0.04%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91758.59      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A A                    | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10950000 | PA      | $10933911.17   | 0.06%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A B                    | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $569257.92     | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A C                    | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4160000 | PA      | $4154921.06    | 0.02%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1057383.55    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      390000 | PA      | $386404.62     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $373775.52     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6550000 | PA      | $6324975.61    | 0.04%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $45474.68      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $107536.26     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $130137.72     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                      | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $92553.62      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $892912.66     | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198599.32     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 10/25                       | CUSIP: 01F0204A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12500000 | PA      | $11494628.75   | 0.07%             | 2025-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 10/25                       | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9000000 | PA      | $7253437.50    | 0.04%             | 2025-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2.5 10/25                     | CUSIP: 01F0224A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1880468.80    | 0.01%             | 2025-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 9/25                      | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2000000 | PA      | $-1684531.40   | -0.01%            | 2055-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 9/25                      | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1684531.40    | 0.01%             | 2055-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 10/25                     | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19000000 | PA      | $16006016.10   | 0.09%             | 2025-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3 10/25                       | CUSIP: 01F0304A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5750000 | PA      | $5508769.68    | 0.03%             | 2025-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 10/25                       | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5269921.80    | 0.03%             | 2025-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 10/25                       | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -28500000 | PA      | $-25032128.55  | -0.14%            | 2025-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 10/25                     | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1250000 | PA      | $1142138.63    | 0.01%             | 2025-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4 10/25                       | CUSIP: 01F0404A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1966953.20    | 0.01%             | 2025-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 10/25                       | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -168325000 | PA      | $-158613438.63 | -0.91%            | 2025-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 10/25                       | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   177075000 | PA      | $166858604.75  | 0.96%             | 2025-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 10/25                     | CUSIP: 01F0424A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    89300000 | PA      | $89184883.37   | 0.51%             | 2025-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 10/25                     | CUSIP: 01F0424A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -200000 | PA      | $-199742.18    | -0.00%            | 2025-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 10/25                     | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -263200000 | PA      | $-255283444.08 | -1.46%            | 2025-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 10/25                     | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   273200000 | PA      | $264982663.08  | 1.52%             | 2025-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 10/25                       | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2021093.80    | 0.01%             | 2025-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 10/25                       | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -594450000 | PA      | $-589503997.67 | -3.38%            | 2025-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 10/25                       | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $4165054.74    | 0.02%             | 2025-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5.5 10/25                     | CUSIP: 01F0524A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $511074.20     | 0.00%             | 2025-10-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 10/25                     | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -455200000 | PA      | $-458987400.56 | -2.63%            | 2025-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 10/25                     | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3024960.90    | 0.02%             | 2025-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 10/25                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -209800000 | PA      | $-214307427.12 | -1.23%            | 2025-10-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 10/25                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57250000 | PA      | $58479981.90   | 0.34%             | 2025-10-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 10/25                     | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5166992.00    | 0.03%             | 2025-10-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 10/25                     | CUSIP: 01F0626A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -45000000 | PA      | $-46502928.00  | -0.27%            | 2025-10-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4857916.99    | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B A2                    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      934478 | PA      | $943015.25     | 0.01%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B B                     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      664664 | PA      | $670300.24     | 0.00%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B C                     | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      467239 | PA      | $469534.85     | 0.00%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B D                     | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      348784 | PA      | $350314.24     | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A B                     | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1105945 | PA      | $1109130.69    | 0.01%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A C                     | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1570628 | PA      | $1575135.50    | 0.01%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A D                     | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      734199 | PA      | $736734.72     | 0.00%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A B                     | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200324 | PA      | $203734.32     | 0.00%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A C                     | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200324 | PA      | $203298.26     | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A D                     | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135354 | PA      | $137372.72     | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A4                    | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1230000 | PA      | $1252479.11    | 0.01%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 B                     | CUSIP: 02007WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1120000 | PA      | $1147495.78    | 0.01%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 C                     | CUSIP: 02007WAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $922773.69     | 0.01%             | 2029-03-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 D                     | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $607839.06     | 0.00%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 B                     | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $884297.75     | 0.01%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 C                     | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      620000 | PA      | $631428.83     | 0.00%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 D                     | CUSIP: 02008FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      610000 | PA      | $620742.89     | 0.00%             | 2032-02-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                               | ALLYA 2023-A D                     | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1497075.55    | 0.01%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     9690000 | PA      | $9716591.45    | 0.06%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      325000 | PA      | $318905.54     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2567807.90    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2073453.74    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138085.83     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $243766.63     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2592018.40    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2326079.57    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |       30000 | PA      | $30687.69      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      285000 | PA      | $293119.34     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    13080000 | PA      | $13232369.11   | 0.08%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9926073.36    | 0.06%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     3382000 | PA      | $3836035.23    | 0.02%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      185000 | PA      | $213120.35     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      248664 | PA      | $248175.57     | 0.00%             | 2028-04-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       59850 | PA      | $60104.36      | 0.00%             | 2032-05-28      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      103000 | PA      | $105451.02     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      128000 | PA      | $133528.12     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 B                     | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4220000 | PA      | $4280942.71    | 0.02%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       95000 | PA      | $90262.44      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90707.36      | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78462.81      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      115000 | PA      | $109053.61     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $5631432.51    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7710000 | PA      | $7944264.37    | 0.05%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $5717987.20    | 0.03%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1                           | AHART 2025-1A B                    | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $280767.62     | 0.00%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    17005000 | PA      | $17140995.12   | 0.10%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     3630000 | PA      | $3694894.78    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                  | AHART 2024-1A A4                   | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $975864.77     | 0.01%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3970953.88    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                  | AMCAR 2023-2 C                     | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4160000 | PA      | $4282408.42    | 0.02%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57292.88      | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2832917.56    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $4035798.29    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $7901265.88    | 0.05%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1771599.64    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5988706.31    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1735951.60    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                                             | AMKOR TECH INC                     | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90917.64      | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24285.30      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      165000 | PA      | $168252.53     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3090000 | PA      | $3052659.35    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $6431824.61    | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1074591.73    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1970608.06    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $661039.07     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2173550.48    | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4882564.87    | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    16745000 | PA      | $16578365.34   | 0.10%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    17510000 | PA      | $17355281.70   | 0.10%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $128788.69     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $169305.05     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14080000 | PA      | $14490925.54   | 0.08%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6940000 | PA      | $6993105.54    | 0.04%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     9832000 | PA      | $9959093.63    | 0.06%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     6953000 | PA      | $6932672.02    | 0.04%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     4263000 | PA      | $4283263.47    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU                   | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     1279000 | PA      | $1344056.23    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      500000 | PA      | $417826.33     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                       | ARCOSA INC                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41781.11      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      195000 | PA      | $180405.75     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       20000 | PA      | $20006.40      | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     4370000 | PA      | $4498024.92    | 0.03%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     5059000 | PA      | $5226940.40    | 0.03%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        1000 | PA      | $1035.68       | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     5956000 | PA      | $6043052.74    | 0.03%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                     | ARIFL 2025-A A3                    | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1570000 | PA      | $1581000.52    | 0.01%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                     | ARIFL 2024-B A3                    | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1101623.98    | 0.01%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     8476000 | PA      | $8561734.42    | 0.05%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      961000 | PA      | $948568.08     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $321624.70     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $142319.68     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      481000 | PA      | $486706.83     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      164588 | PA      | $163404.45     | 0.00%             | 2030-09-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3444000 | PA      | $2266568.28    | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3191000 | PA      | $3251660.02    | 0.02%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3934000 | PA      | $3986343.02    | 0.02%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3293693.77    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $11467757.44   | 0.07%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                       | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $5466219.51    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                     | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    21985000 | PA      | $22511610.30   | 0.13%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A A4                  | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1096559.64    | 0.01%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A B                   | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1230000 | PA      | $1253137.41    | 0.01%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A C                   | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $835168.69     | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1060000 | PA      | $1082588.81    | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                     | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     4082000 | PA      | $4162666.58    | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2022-5A C                    | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1390000 | PA      | $1395583.63    | 0.01%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-1A C                    | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $924823.53     | 0.01%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-2A C                    | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $252702.43     | 0.00%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-5A A                    | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $908707.09     | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-7A A                    | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1078754.46    | 0.01%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-8A A                    | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     4120000 | PA      | $4325489.12    | 0.02%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-1A A                    | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1940000 | PA      | $2006422.69    | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A A                    | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $618591.30     | 0.00%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A B                    | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $515446.40     | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A A                    | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1640935.10    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A B                    | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      360000 | PA      | $366490.94     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A C                    | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $243938.95     | 0.00%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A A                    | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     2270000 | PA      | $2332604.56    | 0.01%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A B                    | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $555803.48     | 0.00%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A C                    | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $258448.95     | 0.00%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | AXALTA COATING S                   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |       55000 | PA      | $57635.90      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      197000 | PA      | $180822.07     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15489.26      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5                   | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $6003457.20    | 0.03%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1330000 | PA      | $1264150.50    | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 A4                   | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $185301.72     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                     | BBCMS 2021-C9 A5                   | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1879701.18    | 0.01%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5                  | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1280000 | PA      | $1131268.22    | 0.01%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 A5                  | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3527392.22    | 0.02%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 AS                  | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5730000 | PA      | $5996922.31    | 0.03%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5                 | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6430000 | PA      | $6807928.39    | 0.04%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 AS                 | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3560000 | PA      | $3772836.38    | 0.02%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7470000 | PA      | $8063752.60    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $5352936.47    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     8730000 | PA      | $9977964.23    | 0.06%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    14255000 | PA      | $14106690.74   | 0.08%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3471000 | PA      | $3435564.09    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12490000 | PA      | $11439784.04   | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1952000 | PA      | $1637295.59    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198418.98     | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1807338.64    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     9360000 | PA      | $9404344.17    | 0.05%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4820000 | PA      | $5097617.43    | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4                   | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4730000 | PA      | $4601892.21    | 0.03%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5                  | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4906261 | PA      | $4444666.28    | 0.03%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5                   | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $609138.28     | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C15                                                    | BBCMS 2022-C15 ASB                 | CUSIP: 05552FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $485004.90     | 0.00%             | 2055-04-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                    | BBCMS 2022-C16 A5                  | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4190000 | PA      | $4152614.73    | 0.02%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 A5                  | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $899328.24     | 0.01%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4440000 | PA      | $4633723.86    | 0.03%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 A5                  | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2145743.20    | 0.01%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                   | BBCMS 2024-5C29 A3                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2380000 | PA      | $2443258.26    | 0.01%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C13 A5                    | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9600000 | PA      | $9920021.76    | 0.06%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C13 AS                    | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3240000 | PA      | $3347941.57    | 0.02%             | 2058-10-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 A5                     | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $12388939.65   | 0.07%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 A5                     | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $6547701.58    | 0.04%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 AS                     | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $727694.42     | 0.00%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                     | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8770000 | PA      | $9331757.09    | 0.05%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                               | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1240000 | PA      | $1171785.00    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6180000 | PA      | $6553978.37    | 0.04%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 AS                    | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $2492905.52    | 0.01%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | BAITEREK NATIONA                   | CUSIP: 05709VAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     8600000 | PA      | $8767061.82    | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      111000 | PA      | $100842.80     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55603.39      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3000000 | PA      | $3116677.94    | 0.02%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2225337.56    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4800000 | PA      | $4917866.26    | 0.03%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2140368.38    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $649751.83     | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      244000 | PA      | $242379.43     | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3495000 | PA      | $3478868.98    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5429000 | PA      | $4836148.93    | 0.03%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3463814.11    | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1347733.15    | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8590000 | PA      | $8135552.47    | 0.05%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9430000 | PA      | $8586474.80    | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3679000 | PA      | $3770702.06    | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17277816.63   | 0.10%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1198279.94    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21400000 | PA      | $22283726.21   | 0.13%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                                                | BAAT 2023-2A A4                    | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1520000 | PA      | $1551099.35    | 0.01%             | 2029-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6270000 | PA      | $6986742.50    | 0.04%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6097000 | PA      | $6296277.69    | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                                | BAAT 2023-1A A4                    | CUSIP: 06428AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2285090.10    | 0.01%             | 2029-07-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50 AS                 | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1317392.63    | 0.01%             | 2068-05-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1280000 | PA      | $1264226.43    | 0.01%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1630000 | PA      | $1440898.48    | 0.01%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5                 | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4030000 | PA      | $4289057.67    | 0.02%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                  | BANK 2022-BNK41 A4                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2070000 | PA      | $1970316.25    | 0.01%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5930000 | PA      | $5583946.55    | 0.03%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19000 | PA      | $18790.48      | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5                 | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2420000 | PA      | $2462985.73    | 0.01%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS                 | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2740000 | PA      | $2769211.41    | 0.02%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 ASB                | CUSIP: 06541LBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $484602.40     | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15300000 | PA      | $14252965.92   | 0.08%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 AS                 | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $326047.54     | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5                 | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13344000 | PA      | $13081104.52   | 0.08%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3570000 | PA      | $3365668.91    | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $534688.83     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4060000 | PA      | $3126567.59    | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2120890.42    | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2309000 | PA      | $2649598.89    | 0.02%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15460000 | PA      | $15758105.28   | 0.09%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9003000 | PA      | $9163959.42    | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A AR                    | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     2800000 | PA      | $2801156.96    | 0.02%             | 2034-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A BR                    | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     3720000 | PA      | $3714978.00    | 0.02%             | 2034-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       39000 | PA      | $40699.44      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 B                   | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      680000 | PA      | $685463.19     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 C                   | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      760000 | PA      | $769717.44     | 0.00%             | 2028-12-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 D                   | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $942398.14     | 0.01%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 A5                  | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4680000 | PA      | $4885894.26    | 0.03%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 AS                  | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1020000 | PA      | $1072633.12    | 0.01%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                    | BBCMS 2024-C28 A5                  | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2010000 | PA      | $2098044.63    | 0.01%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A5                  | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6730000 | PA      | $7173914.17    | 0.04%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 A5                  | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2373699.83    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 AS                  | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $891479.66     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |       45000 | PA      | $45187.52      | 0.00%             | 2032-09-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       45000 | PA      | $48607.23      | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       90000 | PA      | $91162.01      | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5                  | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $185827.70     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6402559.80    | 0.04%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5                  | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4412000 | PA      | $4337216.16    | 0.02%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3                  | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3180000 | PA      | $3273406.46    | 0.02%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA AR5                   | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     3980000 | PA      | $3989950.00    | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA BR5                   | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     4540000 | PA      | $4551622.40    | 0.03%             | 2038-10-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2023-B38 Mortgage Trust                                                | BMARK 2023-B38 A4                  | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1783140.03    | 0.01%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 A3                   | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5228354.50    | 0.03%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 AS                  | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1646143.38    | 0.01%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1711000 | PA      | $1781328.64    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     3635000 | PA      | $2377478.11    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                          | BFLD 2025-5MW A                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4710000 | PA      | $4682052.74    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | BIDVEST GROUP UK                   | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2918869.97    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      564000 | PA      | $564721.48     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | PA      | $545071.91     | 0.00%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $139982.74     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $73595.80      | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7830000 | PA      | $8044664.74    | 0.05%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3833742.96    | 0.02%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                               | BMO 2024-5C8 A3                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2390000 | PA      | $2490715.32    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI                   | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     1808000 | PA      | $1832224.03    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 A5                    | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4370000 | PA      | $4568184.74    | 0.03%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 AS                    | CUSIP: 096920AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2020000 | PA      | $2089227.62    | 0.01%             | 2057-11-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $12668795.28   | 0.07%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1683967.53    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4505677.99    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3745000 | PA      | $3843349.68    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2315718.22    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11815000 | PA      | $11315332.57   | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      590000 | PA      | $626314.61     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10102000 | PA      | $10997447.55   | 0.06%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    17723000 | PA      | $19613814.29   | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18030000 | PA      | $20568278.17   | 0.12%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $5558172.20    | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                                           | BAAT 2024-1A A4                    | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1072325.10    | 0.01%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $95404.31      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $94181.57      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $46966.44      | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | BOOTS GROUP FINC                   | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |       75000 | PA      | $75093.75      | 0.00%             | 2032-08-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2604195.73    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    10744000 | PA      | $6946523.66    | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     3333000 | PA      | $2535562.61    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      190000 | PA      | $206596.34     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59888.63      | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    16086000 | PA      | $16409942.38   | 0.09%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                             | BLAST 2025-3 C                     | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1580000 | PA      | $1584748.69    | 0.01%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4627638.17    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5197748.19    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    14520000 | PA      | $14561915.73   | 0.08%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    34513000 | PA      | $35030319.55   | 0.20%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    16109000 | PA      | $16474754.64   | 0.09%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     4167000 | PA      | $4209191.97    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      215000 | PA      | $221710.34     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120280.38     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | PA      | $6140451.43    | 0.04%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $953032.53     | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3646000 | PA      | $3659417.70    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     5705000 | PA      | $4614780.26    | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $3630755.88    | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1494013.71    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1276334.54    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $132233.65     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $41458.16      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $18203.59      | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $29203.55      | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65000.00      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A3                     | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7611817 | PA      | $7511018.32    | 0.04%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $92866.12      | 0.00%             | 2051-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $144653.58     | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $316002.21     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1510000 | PA      | $1474013.98    | 0.01%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5470000 | PA      | $5531867.34    | 0.03%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 A4                   | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60500 | PA      | $60226.13      | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      135000 | PA      | $143037.32     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      245000 | PA      | $251836.24     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1088575.89    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      624000 | PA      | $615319.79     | 0.00%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                               | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |     4113464 | PA      | $4141297.85    | 0.02%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1028396.95    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                         | CSAIL 2019-C17 A4                  | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $564989.52     | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74187 | PA      | $72275.53      | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64574.35      | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       90000 | PA      | $75940.79      | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3146661.20    | 0.02%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1810629.82    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      900000 | PA      | $697354.47     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      185000 | PA      | $192047.20     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    21147000 | PA      | $19827640.00   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      161000 | PA      | $136481.89     | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    12460000 | PA      | $12572463.15   | 0.07%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1211665.01    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                     | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     5405000 | PA      | $5435512.58    | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66300.86      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp                                                        | CALIFORNIA RESOU                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129169.14     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249038.12     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19813.26      | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                   | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $578010.16     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3540000 | PA      | $3263437.84    | 0.02%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2841000 | PA      | $2084566.97    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                      | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      885000 | PA      | $830171.88     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4732504.57    | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4819650.51    | 0.03%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     9280000 | PA      | $10496339.74   | 0.06%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5762593.81    | 0.03%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    24095000 | PA      | $25015776.00   | 0.14%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A4                    | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $902802.38     | 0.01%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-2                                  | COPAR 2023-2 A4                    | CUSIP: 14044EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3072687.60    | 0.02%             | 2028-11-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2024-1 A                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $872487.77     | 0.01%             | 2028-10-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4410000 | PA      | $4409979.71    | 0.03%             | 2029-08-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A4                   | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3080000 | PA      | $3125675.78    | 0.02%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    16320000 | PA      | $16360191.45   | 0.09%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                    | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1530000 | PA      | $1552616.77    | 0.01%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 B                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $496880.83     | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 C                     | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $547893.99     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 D                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430000 | PA      | $438800.85     | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 A4                    | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2420000 | PA      | $2453094.47    | 0.01%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 B                     | CUSIP: 14290FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $973153.34     | 0.01%             | 2031-03-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 C                     | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $505597.25     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 D                     | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $576840.23     | 0.00%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | CARLYLE GRP INC                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     5156000 | PA      | $5118110.14    | 0.03%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A4                    | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      760000 | PA      | $772462.86     | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A4                    | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2900000 | PA      | $2994353.82    | 0.02%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A4                    | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3550000 | PA      | $3615030.32    | 0.02%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 C                     | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $479585.56     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 D                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $337738.96     | 0.00%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A3                    | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5520000 | PA      | $5603923.32    | 0.03%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 B                     | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      810000 | PA      | $828212.04     | 0.00%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 C                     | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $604135.57     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 D                     | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $512586.30     | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $514369.10     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      610000 | PA      | $601243.34     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       25000 | PA      | $25375.04      | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      230000 | PA      | $234958.87     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      215000 | PA      | $220480.23     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      230000 | PA      | $234203.85     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2916906.55    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    60542000 | PA      | $63889039.56   | 0.37%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                    | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1164000 | PA      | $1150619.14    | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1091000.07    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        2500 | PA      | $2233.99       | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1139734.41    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     9535000 | PA      | $9534945.27    | 0.05%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      595000 | PA      | $550310.03     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2471094.06    | 0.01%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1048818.15    | 0.01%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | CENTRAL PARENT                     | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      109175 | PA      | $94072.49      | 0.00%             | 2029-07-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $47607.62      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $35310.86      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31948.53      | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62521.21      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42826.39      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14729000 | PA      | $14549129.77   | 0.08%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13330000 | PA      | $13126217.90   | 0.08%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11550000 | PA      | $11494025.02   | 0.07%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8600000 | PA      | $7780960.94    | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7360000 | PA      | $6290580.05    | 0.04%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $186034.27     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3580000 | PA      | $2578680.36    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $2718760.87    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12634000 | PA      | $13508775.19   | 0.08%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24191000 | PA      | $25385812.90   | 0.15%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9691000 | PA      | $9785954.32    | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14633000 | PA      | $14778879.46   | 0.08%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A A4                   | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1120000 | PA      | $1142834.67    | 0.01%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A B                    | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $327420.22     | 0.00%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A C                    | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $307297.50     | 0.00%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A D                    | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $454345.32     | 0.00%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A B                    | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      790000 | PA      | $811547.80     | 0.00%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A C                    | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $544004.03     | 0.00%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A D                    | CUSIP: 16144LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $990286.46     | 0.01%             | 2031-09-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                    | CHAOT 2024-5A C                    | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      790000 | PA      | $790186.36     | 0.00%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A A4                   | CUSIP: 16144YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3320000 | PA      | $3381651.40    | 0.02%             | 2030-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A B                    | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1370000 | PA      | $1402133.21    | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A C                    | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1490000 | PA      | $1530575.23    | 0.01%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A D                    | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $504004.10     | 0.00%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A A4                   | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2190000 | PA      | $2207302.97    | 0.01%             | 2030-10-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A B                    | CUSIP: 16145NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $534685.31     | 0.00%             | 2030-11-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A C                    | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $454039.56     | 0.00%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A D                    | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $484897.63     | 0.00%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      785000 | PA      | $709432.30     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34837.84      | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2552677.79    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      869000 | PA      | $919620.42     | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    11780000 | PA      | $12049849.37   | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1291400.53    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      705000 | PA      | $685699.08     | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    12774000 | PA      | $12539694.50   | 0.07%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    69217000 | PA      | $67967440.97   | 0.39%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                    | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200360.19     | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      213000 | PA      | $210340.93     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      410000 | PA      | $409481.06     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A A1                    | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      980000 | PA      | $980000.00     | 0.01%             | 2038-10-23      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A B                     | CUSIP: 171933AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1810000 | PA      | $1810000.00    | 0.01%             | 2038-10-23      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Citadel Finance LLC                                                              | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6085767.11    | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A4                   | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45000 | PA      | $44780.74      | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2316000 | PA      | $2092542.35    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1907000 | PA      | $1914663.37    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      532000 | PA      | $527453.50     | 0.00%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1318532.02    | 0.01%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2243000 | PA      | $2236189.37    | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $892478.04     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      340000 | PA      | $316024.35     | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6040000 | PA      | $6269865.23    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7220000 | PA      | $7570848.24    | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    58707000 | PA      | $59099426.07   | 0.34%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14235000 | PA      | $14377007.51   | 0.08%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 A3                   | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $19632.46      | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $54482.15      | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $31360.40      | 0.00%             | 2050-09-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5040000 | PA      | $5364829.64    | 0.03%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    28220000 | PA      | $28351338.18   | 0.16%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2227078.58    | 0.01%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4                   | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8400000 | PA      | $7964197.08    | 0.05%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                                           | CITZN 2024-1 A4                    | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470000 | PA      | $1486616.88    | 0.01%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-INV2                                          | CMLTI 2024-INV2 A3B                | CUSIP: 17331WBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21392493 | PA      | $21755160.34   | 0.12%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                                           | CITZN 2024-2 A4                    | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3120000 | PA      | $3177610.49    | 0.02%             | 2031-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | CMLTI 2025-INV1 A11                | CUSIP: 17332GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28667864 | PA      | $29067643.41   | 0.17%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     4863000 | PA      | $4983160.23    | 0.03%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |       80000 | PA      | $65965.04      | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98528.22      | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128105.66     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41403.82      | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      335000 | PA      | $354391.12     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      130000 | PA      | $134399.57     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       95000 | PA      | $97096.10      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201795.85     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      530000 | PA      | $523424.14     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19785.98      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117374.53     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      295000 | PA      | $303996.53     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159718.42     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      145000 | PA      | $153905.27     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66762.83      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       54055 | PA      | $53947.48      | 0.00%             | 2032-03-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |         945 | PA      | $943.12        | 0.00%             | 2032-03-29      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A4                      | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1410000 | PA      | $1437987.23    | 0.01%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      615000 | PA      | $615219.39     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4080000 | PA      | $4569814.66    | 0.03%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1047677.06    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $157539.40     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    13740000 | PA      | $8147149.18    | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $2855345.86    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      685000 | PA      | $562825.60     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      490000 | PA      | $381543.19     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     4740000 | PA      | $4596926.38    | 0.03%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | CMDC 2025-3A A2                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6560000 | PA      | $6633460.19    | 0.04%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                     | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     4860000 | PA      | $4907886.04    | 0.03%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7420000 | PA      | $7472139.60    | 0.04%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                                     | CAS 2023-R07 2M1                   | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890456 | PA      | $894600.18     | 0.01%             | 2043-09-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                     | CAS 2025-R05 2A1                   | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2166419 | PA      | $2170120.25    | 0.01%             | 2045-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                     | CAS 2024-R04 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      964316 | PA      | $965521.46     | 0.01%             | 2044-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                     | CAS 2024-R01 1M1                   | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2630915 | PA      | $2630919.66    | 0.02%             | 2044-01-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                     | CAS 2024-R02 1M1                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331650 | PA      | $331444.85     | 0.00%             | 2044-02-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                     | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2438722 | PA      | $2441737.69    | 0.01%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                     | CAS 2024-R05 2A1                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2710807 | PA      | $2714195.41    | 0.02%             | 2044-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                    | CAS 2025-R01 1A1                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1906837 | PA      | $1908036.09    | 0.01%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                     | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3118758 | PA      | $3128917.20    | 0.02%             | 2044-09-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                     | CAS 2025-R04 1A1                   | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227869 | PA      | $1229200.17    | 0.01%             | 2045-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                   | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      250000 | PA      | $210148.21     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                   | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      307000 | PA      | $247945.93     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      265000 | PA      | $229114.03     | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $751696.56     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1891070.70    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1181027.88    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1687961.71    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $4268042.22    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    11210000 | PA      | $11717932.57   | 0.07%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                     | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      279000 | PA      | $284018.71     | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3962312.77    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2299720.84    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $1964434.61    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3630000 | PA      | $3000533.29    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CDEL 6.78 1/13/2055                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3936000 | PA      | $4212129.37    | 0.02%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2 10/25                       | CUSIP: 21H0206A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4000000 | PA      | $3308305.20    | 0.02%             | 2025-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 10/25                     | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17500000 | PA      | $15960295.75   | 0.09%             | 2025-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4 10/25                       | CUSIP: 21H0406A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2000000 | PA      | $1880615.20    | 0.01%             | 2025-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4.5 10/25                     | CUSIP: 21H0426A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3000000 | PA      | $2909167.50    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 10/25                       | CUSIP: 21H0506A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5500000 | PA      | $5470797.75    | 0.03%             | 2025-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 10/25                     | CUSIP: 21H0526A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -8750000 | PA      | $-8814924.13   | -0.05%            | 2025-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                           | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       80000 | PA      | $80300.00      | 0.00%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                           | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       99750 | PA      | $98004.38      | 0.00%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $175285.04     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                   | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3940000 | PA      | $3964113.79    | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15440000 | PA      | $15445158.15   | 0.09%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    12060000 | PA      | $11957579.17   | 0.07%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5980000 | PA      | $5535083.74    | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    29615000 | PA      | $29544452.60   | 0.17%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15705000 | PA      | $15660806.02   | 0.09%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    32035000 | PA      | $31888655.04   | 0.18%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                    | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     7380000 | PA      | $8479215.06    | 0.05%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1614564.02    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | CROWN AMERICAS L                   | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      155000 | PA      | $156623.89     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      700000 | PA      | $615909.01     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184250.25     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $471011.90     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                 | DLLAA 2023-1A A4                   | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1770000 | PA      | $1822445.45    | 0.01%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     1099800 | PA      | $1089440.21    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5120000 | PA      | $4568492.54    | 0.03%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                   | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       59000 | PA      | $60264.85      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                 | DLLAA 2025-1A A3                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2190372.92    | 0.01%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                 | DLLAA 2025-1A A4                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1079801.00    | 0.01%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4272895.36    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     6690000 | PA      | $7028826.96    | 0.04%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $99543.70      | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                 | DLLST 2024-1A A4                   | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $566108.26     | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                                                 | DLLAD 2024-1A A3                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $929246.32     | 0.01%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                 | DLLAD 2025-1A A3                   | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4437949.56    | 0.03%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                 | DLLAD 2025-1A A4                   | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3275821.12    | 0.02%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1701614.34    | 0.01%             | 2028-09-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $212778.64     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93513.79      | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3220000 | PA      | $3273910.86    | 0.02%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110154.05     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      165000 | PA      | $151144.68     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      210000 | PA      | $217126.93     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36086.97      | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16916000 | PA      | $16844097.74   | 0.10%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12457000 | PA      | $12526537.94   | 0.07%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $515644.32     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        1000 | PA      | $1072.16       | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      831000 | PA      | $1079536.89    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11868025.31   | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 D                      | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $295334.29     | 0.00%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 B                      | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $453862.22     | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 C                      | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $302566.44     | 0.00%             | 2030-08-22      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 D                      | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $181699.61     | 0.00%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      228000 | PA      | $221505.55     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2197861.37    | 0.01%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     9864000 | PA      | $10097925.24   | 0.06%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    18348000 | PA      | $18512363.73   | 0.11%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192733.38     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      480000 | PA      | $503655.56     | 0.00%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $265123.75     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5390000 | PA      | $5469916.14    | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3212022.75    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5640000 | PA      | $5432161.67    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195068.45     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DIRECTV FINANCIN                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        3569 | PA      | $3567.48       | 0.00%             | 2027-08-02      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $65948.09      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $225096.72     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      102000 | PA      | $107960.63     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $232074.96     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    10218000 | PA      | $10928073.95   | 0.06%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      500000 | PA      | $411283.04     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2019-1A A2                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3686400 | PA      | $3545952.22    | 0.02%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2I                  | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8520000 | PA      | $8569087.98    | 0.05%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2II                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5340000 | PA      | $5382204.16    | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 B                     | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3411164.92    | 0.02%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 C                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3630000 | PA      | $3644696.42    | 0.02%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 D                     | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5290000 | PA      | $5311350.97    | 0.03%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 B                     | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2060000 | PA      | $2070299.79    | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 C                     | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2431490.16    | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                              | DRIVE 2025-1 D                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8360000 | PA      | $8464491.64    | 0.05%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                              | DRIVE 2025-2 D                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6180000 | PA      | $6175442.87    | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD DRSLF_25-90                                                       | DRSLF_21-90A-A1R 11/15/2038        | CUSIP: 262484AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4030000 | PA      | $4030000.00    | 0.02%             | 2038-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 90 CLO LTD                                                                | DRSLF_21-90A-BR 11/15/2038         | CUSIP: 262484AQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4540000 | PA      | $4540000.00    | 0.03%             | 2038-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $385781.35     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $352526.75     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253870.87     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1528000 | PA      | $1349501.91    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2579000 | PA      | $2049129.46    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      786000 | PA      | $603573.82     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4659.25       | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3483000 | PA      | $2086168.54    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3444533.32    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                         | DURST 2025-151 A                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2660000 | PA      | $2709258.94    | 0.02%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     9680000 | PA      | $9699463.40    | 0.06%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    16747000 | PA      | $19530416.96   | 0.11%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3000557.32    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4998.18       | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      152000 | PA      | $167661.18     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173381.35     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $6813188.15    | 0.04%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                   | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     2138000 | PA      | $2146402.37    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4230000 | PA      | $4274514.48    | 0.02%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     6740000 | PA      | $6038974.05    | 0.03%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     9754000 | PA      | $10589100.03   | 0.06%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2690000 | PA      | $2781042.30    | 0.02%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                        | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1169482.76    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No 1 LLC                                  | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13381 | PA      | $13210.62      | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     5925000 | PA      | $6126641.24    | 0.04%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     4295000 | PA      | $4678116.86    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      262000 | PA      | $254268.26     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $132434.87     | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6067000 | PA      | $6086335.91    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $428943.70     | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3248000 | PA      | $3166735.18    | 0.02%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5995000 | PA      | $6697470.15    | 0.04%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      529000 | PA      | $519162.23     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      230000 | PA      | $224883.85     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $714458.61     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1486041.76    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1365793.82    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2590166.00    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11058024.08   | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2705816.96    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1378685.97    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403717.66     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      101268 | PA      | $101394.24     | 0.00%             | 2031-04-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $150311.40     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                        | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107671.38     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      500000 | PA      | $410700.24     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      865000 | PA      | $877240.91     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1276044.96    | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3345585.98    | 0.02%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | EFF 2024-4 A3                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2280000 | PA      | $2299454.33    | 0.01%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | EFF 2024-4 A4                      | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2330000 | PA      | $2364631.96    | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                            | EFF 2024-3 A3                      | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1167544.29    | 0.01%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                            | EFF 2024-3 A4                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $837954.06     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A3                      | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | PA      | $2822399.44    | 0.02%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A4                      | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2980000 | PA      | $3019673.34    | 0.02%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                                            | EFF 2025-3 A4                      | CUSIP: 29375UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6630000 | PA      | $6727411.94    | 0.04%             | 2032-03-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      380000 | PA      | $401527.32     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2210156.14    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1899742.88    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      860000 | PA      | $789593.37     | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $743919.24     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-1 A3                      | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1310486.49    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-1 A4                      | CUSIP: 29390HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1810000 | PA      | $1851593.80    | 0.01%             | 2031-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      920000 | PA      | $798758.81     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS                   | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1059070.10    | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      950000 | PA      | $961511.82     | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      850000 | PA      | $859422.68     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $191656.81     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $932138.14     | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $851302.27     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1093691.35    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $9741496.44    | 0.06%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    18770000 | PA      | $19145351.81   | 0.11%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                                | ESART 2025-2 B                     | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $322278.34     | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3099603.62    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     6242000 | PA      | $6510989.93    | 0.04%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1824053.14    | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     8604000 | PA      | $8659563.99    | 0.05%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104935.18     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      240000 | PA      | $253520.27     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121939.52     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01980                          | CUSIP: 3128LXFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119970 | PA      | $122211.37     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07053                          | CUSIP: 3128M9E24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53781 | PA      | $54788.08      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07165                          | CUSIP: 3128M9JJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74382 | PA      | $74628.08      | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07621                          | CUSIP: 3128M9YS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67409 | PA      | $70154.92      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                          | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49579 | PA      | $46751.52      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG T62157                          | CUSIP: 3128S3ME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      174791 | PA      | $154479.06     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90303                          | CUSIP: 312938KQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159136 | PA      | $159630.00     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90393                          | CUSIP: 312938NJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77290 | PA      | $78855.54      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92630                          | CUSIP: 3129404P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154819 | PA      | $157886.13     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL5159                          | CUSIP: 3131XLWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270947 | PA      | $250917.16     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL5184                          | CUSIP: 3131XLXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154538 | PA      | $142001.05     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL9045                          | CUSIP: 3131XRBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135938 | PA      | $127927.09     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL9478                          | CUSIP: 3131XRQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209379 | PA      | $197085.26     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0192                          | CUSIP: 3131XTF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69461 | PA      | $64957.42      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0457                          | CUSIP: 3131XTQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51716 | PA      | $48362.89      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1569                          | CUSIP: 3131XUW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5426790 | PA      | $5080042.17    | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM6196                          | CUSIP: 3131Y03D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63398 | PA      | $58930.78      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM6238                          | CUSIP: 3131Y04X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82107 | PA      | $76322.15      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN4476                          | CUSIP: 3131YA6M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      243524 | PA      | $226669.87     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4759                          | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126612 | PA      | $117849.04     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4768                          | CUSIP: 3132A5JM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6143836 | PA      | $5710953.79    | 0.03%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4791                          | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128988 | PA      | $127291.80     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9878                          | CUSIP: 3132AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      302816 | PA      | $284726.38     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1711                          | CUSIP: 3132AD3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      736065 | PA      | $725003.94     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2088                          | CUSIP: 3132AEJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530251 | PA      | $521785.72     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2242                          | CUSIP: 3132AEP34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      703308 | PA      | $692739.19     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2473                          | CUSIP: 3132AEXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7643400 | PA      | $7325057.35    | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0442                          | CUSIP: 3132CWP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1423426 | PA      | $1349275.81    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0492                          | CUSIP: 3132CWRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5900342 | PA      | $5459497.87    | 0.03%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0545                          | CUSIP: 3132CWTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17247702 | PA      | $15959040.11   | 0.09%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0635                          | CUSIP: 3132CWV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7608957 | PA      | $7324051.31    | 0.04%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0625                          | CUSIP: 3132CWVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6604290 | PA      | $6363193.68    | 0.04%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0760                          | CUSIP: 3132CWZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8857305 | PA      | $8395904.92    | 0.05%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1244                          | CUSIP: 3132CXLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4423165 | PA      | $4299103.62    | 0.02%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1476                          | CUSIP: 3132CXT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1669316 | PA      | $1667366.42    | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1455                          | CUSIP: 3132CXTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2394049 | PA      | $2449278.28    | 0.01%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1577                          | CUSIP: 3132CXXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2497080.30    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1625                          | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $4045018.99    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8114                          | CUSIP: 3132D6AP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      610921 | PA      | $547797.63     | 0.00%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8383                          | CUSIP: 3132D6J43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2134499 | PA      | $2132006.11    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8509                          | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6080133 | PA      | $5622055.39    | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0132                          | CUSIP: 3132D9ED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15122036 | PA      | $12775430.38   | 0.07%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0772                          | CUSIP: 3132DM2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9660475 | PA      | $8298995.43    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0478                          | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2014681 | PA      | $1963922.43    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3848045 | PA      | $3419293.47    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0671                          | CUSIP: 3132DMW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12090906 | PA      | $9894508.15    | 0.06%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0704                          | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1736757 | PA      | $1499046.23    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0928                          | CUSIP: 3132DNA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225434 | PA      | $185609.25     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1140                          | CUSIP: 3132DNHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1931807 | PA      | $1928772.44    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1182                          | CUSIP: 3132DNJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4957619 | PA      | $4427315.21    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1279                          | CUSIP: 3132DNM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1325070 | PA      | $1309299.01    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3311649 | PA      | $3323593.00    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3574                          | CUSIP: 3132DQ6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12958139 | PA      | $11692511.46   | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2741                          | CUSIP: 3132DQBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3811903 | PA      | $3933487.19    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3228                          | CUSIP: 3132DQSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4906573 | PA      | $4146076.37    | 0.02%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3291                          | CUSIP: 3132DQUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4404115 | PA      | $4222062.85    | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5319                          | CUSIP: 3132DS4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12682582 | PA      | $11725580.13   | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4701                          | CUSIP: 3132DSGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23699130 | PA      | $24506876.64   | 0.14%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4933                          | CUSIP: 3132DSPS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3864213 | PA      | $3674289.43    | 0.02%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4939                          | CUSIP: 3132DSPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2971664 | PA      | $2909364.87    | 0.02%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                          | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1488809 | PA      | $1481616.71    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6260                          | CUSIP: 3132DT5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3488892 | PA      | $3489482.84    | 0.02%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6628                          | CUSIP: 3132DULH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15759164 | PA      | $16371270.69   | 0.09%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6864                          | CUSIP: 3132DUTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7178375 | PA      | $7202022.67    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8027                          | CUSIP: 3132DV4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71685 | PA      | $70473.82      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8047                          | CUSIP: 3132DV5G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74652 | PA      | $73344.04      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8050                          | CUSIP: 3132DV5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8750000 | PA      | $7780539.32    | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8065                          | CUSIP: 3132DV6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1484329 | PA      | $1458313.76    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8071                          | CUSIP: 3132DV6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49172 | PA      | $48294.91      | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                          | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8934780 | PA      | $8308045.44    | 0.05%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                          | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3141353 | PA      | $2698632.77    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7527                          | CUSIP: 3132DVLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6546103 | PA      | $5397870.46    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7532                          | CUSIP: 3132DVLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4328471 | PA      | $3569226.78    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                          | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4444191 | PA      | $3667426.19    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7539                          | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3326196 | PA      | $2742758.09    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7543                          | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33840882 | PA      | $29092735.25   | 0.17%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7556                          | CUSIP: 3132DVMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14545730 | PA      | $12971629.29   | 0.07%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7557                          | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25338648 | PA      | $24870787.85   | 0.14%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7563                          | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2547558 | PA      | $2503703.81    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9244597 | PA      | $7519028.39    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                          | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2424347 | PA      | $2059190.53    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                          | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1681259 | PA      | $1367965.34    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8161                          | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4858161 | PA      | $4121867.58    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8134                          | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31094203 | PA      | $25290252.44   | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                          | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8584194 | PA      | $6979211.25    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                          | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9370803 | PA      | $7930084.38    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                          | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1476215 | PA      | $1399046.94    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                          | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9650504 | PA      | $9124919.46    | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                          | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12560548 | PA      | $12238347.11   | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                          | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7395873 | PA      | $7213089.07    | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1683261 | PA      | $1676181.59    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8329                          | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3420246 | PA      | $3405861.50    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4498                          | CUSIP: 3132E07K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6902003 | PA      | $6616695.22    | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3799                          | CUSIP: 3132E0GG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14980445 | PA      | $13395581.42   | 0.08%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3800                          | CUSIP: 3132E0GH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11230110 | PA      | $10368670.45   | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3825                          | CUSIP: 3132E0HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9667548 | PA      | $10018124.23   | 0.06%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4143                          | CUSIP: 3132E0S86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18760814 | PA      | $15958501.60   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4132                          | CUSIP: 3132E0SV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3351221 | PA      | $3466489.39    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4156                          | CUSIP: 3132E0TM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2246303 | PA      | $2015673.70    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03088                          | CUSIP: 3132GJCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      134634 | PA      | $134879.06     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03650                          | CUSIP: 3132GJWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      269870 | PA      | $270395.17     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32008                          | CUSIP: 3132QNGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46716 | PA      | $44007.96      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q61585                          | CUSIP: 3132VMXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34473 | PA      | $33976.64      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40718                          | CUSIP: 3132WDYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32426 | PA      | $30352.50      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49250                          | CUSIP: 3132WPH42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      675651 | PA      | $669510.40     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN1549                          | CUSIP: 3132XFWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10007000 | PA      | $10074846.46   | 0.06%             | 2030-03-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56632                          | CUSIP: 3132Y0LN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      736095 | PA      | $707022.05     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57229                          | CUSIP: 3132Y1A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1075730 | PA      | $1033243.43    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57339                          | CUSIP: 3132Y1EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1280745 | PA      | $1230161.35    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA1442                          | CUSIP: 31334XS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255695 | PA      | $237758.84     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5501                          | CUSIP: 3133A0DE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320843 | PA      | $315219.22     | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2616                          | CUSIP: 3133A83Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4730597 | PA      | $3852032.79    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB4985                          | CUSIP: 3133ABRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1880881 | PA      | $1536854.69    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1954                          | CUSIP: 3133AYE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189007 | PA      | $168021.15     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD2260                          | CUSIP: 3133AYQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      165943 | PA      | $147518.11     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD3487                          | CUSIP: 3133B02U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2234081 | PA      | $1922716.06    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0386                          | CUSIP: 3133B9NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1258397 | PA      | $1198907.40    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0399                          | CUSIP: 3133B9NQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379862 | PA      | $337567.19     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0958                          | CUSIP: 3133BAB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212757 | PA      | $172445.78     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7234                          | CUSIP: 3133JLBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50177 | PA      | $46155.72      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7237                          | CUSIP: 3133JLBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27585 | PA      | $25529.72      | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7243                          | CUSIP: 3133JLBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25678 | PA      | $23764.10      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7281                          | CUSIP: 3133JLCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      291279 | PA      | $267934.72     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7298                          | CUSIP: 3133JLDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102248 | PA      | $94053.68      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7350                          | CUSIP: 3133JLEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139911 | PA      | $128260.83     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7369                          | CUSIP: 3133JLFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120188 | PA      | $110179.69     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3256                          | CUSIP: 3133KJTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7477597 | PA      | $6656122.86    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5205                          | CUSIP: 3133KLYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65815478 | PA      | $56087423.98   | 0.32%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5478                          | CUSIP: 3133KMCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14498991 | PA      | $12432950.28   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5680                          | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39882246 | PA      | $32375629.49   | 0.19%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7135                          | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9684121 | PA      | $8270888.58    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17632128 | PA      | $14357498.39   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6508                          | CUSIP: 3133KNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39938531 | PA      | $32571090.40   | 0.19%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6773                          | CUSIP: 3133KNQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18527726 | PA      | $15162035.05   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6954                          | CUSIP: 3133KNWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192611 | PA      | $171225.13     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8098                          | CUSIP: 3133KP7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13675647 | PA      | $13880275.47   | 0.08%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7405                          | CUSIP: 3133KPGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2217942 | PA      | $2170058.42    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7677                          | CUSIP: 3133KPQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25983833 | PA      | $26093791.79   | 0.15%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8248                          | CUSIP: 3133KQEV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9155338 | PA      | $9136860.76    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8266                          | CUSIP: 3133KQFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6722646 | PA      | $6819035.15    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9880                          | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2701553 | PA      | $2808384.54    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9267                          | CUSIP: 3133KRJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9087107 | PA      | $9248634.42    | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      983567 | PA      | $858245.66     | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5072                          | CUSIP: 3133KYT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      538358 | PA      | $484803.75     | 0.00%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5105                          | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8392935 | PA      | $7324140.11    | 0.04%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5078                          | CUSIP: 3133KYUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369465 | PA      | $332616.32     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                          | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6110421 | PA      | $5300498.54    | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5141                          | CUSIP: 3133KYWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5946318 | PA      | $5152260.93    | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                          | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      535155 | PA      | $476958.81     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1864                          | CUSIP: 3133L8B95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4703941 | PA      | $4222315.41    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1880                          | CUSIP: 3133L8CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1857669 | PA      | $1665145.05    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2277                          | CUSIP: 3133L8Q65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5592796 | PA      | $5025406.73    | 0.03%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RE5018                          | CUSIP: 3133N2SF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129360 | PA      | $118992.17     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RE6020                          | CUSIP: 3133N3VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14585 | PA      | $13415.88      | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RE6030                          | CUSIP: 3133N3VX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      117730 | PA      | $107926.66     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-9 GZ                      | CUSIP: 3136ABRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8601798 | PA      | $7924553.07    | 0.05%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-7 ZB                      | CUSIP: 3136ABTS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12710334 | PA      | $11327447.37   | 0.06%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-81 YK                     | CUSIP: 3136AFN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10180000 | PA      | $9672725.51    | 0.06%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-95 ZC                     | CUSIP: 3136AL3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10626149 | PA      | $9764763.82    | 0.06%             | 2045-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-82 YZ                     | CUSIP: 3136ALK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11621143 | PA      | $10554830.11   | 0.06%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-74 ZA                     | CUSIP: 3136ALWS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10401961 | PA      | $9120073.10    | 0.05%             | 2044-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-2 Z                       | CUSIP: 3136ARAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5550562 | PA      | $5295788.11    | 0.03%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-43 GZ                     | CUSIP: 3136ASXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5881401 | PA      | $5262214.46    | 0.03%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-95 GZ                     | CUSIP: 3136AUWY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21653853 | PA      | $19383405.72   | 0.11%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-9 HZ                      | CUSIP: 3136AVYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6888507 | PA      | $6314907.61    | 0.04%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-32 GZ                     | CUSIP: 3136AWLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5770563 | PA      | $5321238.36    | 0.03%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-112 ZC                    | CUSIP: 3136B0PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3279599 | PA      | $2685961.46    | 0.02%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2018-90 EZ                     | CUSIP: 3136B3NM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13402238 | PA      | $12713963.08   | 0.07%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2021-59 H                      | CUSIP: 3136BGB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1910253 | PA      | $1613819.52    | 0.01%             | 2048-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M2 A2                     | CUSIP: 3136BK6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69280000 | PA      | $62680622.75   | 0.36%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2023-57 Z                      | CUSIP: 3136BQQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8592267 | PA      | $7874408.11    | 0.05%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M2 A2                     | CUSIP: 3136BV4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   122930000 | PA      | $125176742.44  | 0.72%             | 2030-04-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4302 CZ                        | CUSIP: 3137B8DD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18892594 | PA      | $17245545.02   | 0.10%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4316 BZ                        | CUSIP: 3137B8YJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9153361 | PA      | $8492529.93    | 0.05%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4314 KZ                        | CUSIP: 3137B9FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23520854 | PA      | $21624130.11   | 0.12%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4347 BZ                        | CUSIP: 3137BBR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10226201 | PA      | $9406611.07    | 0.05%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4390 NZ                        | CUSIP: 3137BDXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90292279 | PA      | $82401700.15   | 0.47%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4423 NZ                        | CUSIP: 3137BFGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17931412 | PA      | $16310015.64   | 0.09%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4431 Z                         | CUSIP: 3137BFXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2503593 | PA      | $2291399.89    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4430 NZ                        | CUSIP: 3137BG3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9893466 | PA      | $9021846.38    | 0.05%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4440 KZ                        | CUSIP: 3137BGG60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12847145 | PA      | $11508959.72   | 0.07%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4438 VZ                        | CUSIP: 3137BGLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24002576 | PA      | $21049635.08   | 0.12%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4481 BZ                        | CUSIP: 3137BJSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8452275 | PA      | $7233126.95    | 0.04%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4480 ZD                        | CUSIP: 3137BKGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10149661 | PA      | $9198658.87    | 0.05%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4493 ZG                        | CUSIP: 3137BKMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8232936 | PA      | $7549201.57    | 0.04%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4575 AZ                        | CUSIP: 3137BNTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5817049 | PA      | $5135080.86    | 0.03%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4671 BZ                        | CUSIP: 3137BW2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10094291 | PA      | $9282251.71    | 0.05%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5057 AC                        | CUSIP: 3137F7HT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4230000 | PA      | $3486814.38    | 0.02%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4771 HZ                        | CUSIP: 3137FELR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15729950 | PA      | $14504015.98   | 0.08%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5083 BC                        | CUSIP: 3137FFN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23600000 | PA      | $21284740.88   | 0.12%             | 2041-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4966 Z                         | CUSIP: 3137FRWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25583398 | PA      | $21374097.98   | 0.12%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5013 EA                        | CUSIP: 3137FW2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3663051 | PA      | $2816958.89    | 0.02%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5080 BF                        | CUSIP: 3137FXTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1158329 | PA      | $995911.03     | 0.01%             | 2049-12-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5146 QA                        | CUSIP: 3137H2GB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5862915 | PA      | $5059720.52    | 0.03%             | 2051-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5173 AB                        | CUSIP: 3137H4CN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13920941 | PA      | $12450296.29   | 0.07%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5178 FH                        | CUSIP: 3137H53M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1802126 | PA      | $1536351.27    | 0.01%             | 2052-01-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5198 FA                        | CUSIP: 3137H5KF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4606666 | PA      | $4046269.93    | 0.02%             | 2052-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5191 FA                        | CUSIP: 3137H5MZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2410375 | PA      | $2049304.28    | 0.01%             | 2052-02-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5194 AE                        | CUSIP: 3137H5R74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32243117 | PA      | $28279273.68   | 0.16%             | 2049-08-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5236 PZ                        | CUSIP: 3137H8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9984350 | PA      | $8991058.25    | 0.05%             | 2052-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K547 A2                       | CUSIP: 3137HN6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80760000 | PA      | $81803370.74   | 0.47%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0957                          | CUSIP: 3138A2B32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34017 | PA      | $34672.99      | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2899                          | CUSIP: 3138A4GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81384 | PA      | $81513.31      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3396                          | CUSIP: 3138A4X26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      308720 | PA      | $309304.20     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0686                          | CUSIP: 3138ADXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23071 | PA      | $23515.30      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1193                          | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      199750 | PA      | $200011.61     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0755                          | CUSIP: 3138EGZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24868 | PA      | $25824.35      | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4808                          | CUSIP: 3138EMKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209199 | PA      | $213125.94     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5437                          | CUSIP: 3138ENBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      290382 | PA      | $295859.29     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7059                          | CUSIP: 3138EPZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4893740 | PA      | $4889819.96    | 0.03%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7468                          | CUSIP: 3138EQJN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123837 | PA      | $126229.17     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                          | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88063 | PA      | $80086.40      | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9442                          | CUSIP: 3138ERP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7796288 | PA      | $7298140.58    | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1936                          | CUSIP: 3138WBEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76851 | PA      | $78289.81      | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4793                          | CUSIP: 3138WEKF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38100 | PA      | $35852.67      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5640                          | CUSIP: 3138WFHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18832 | PA      | $17686.07      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7023                          | CUSIP: 3138WGYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164090 | PA      | $158435.54     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8273                          | CUSIP: 3138WJFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6871 | PA      | $6199.91       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8320                          | CUSIP: 3138WJG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180301 | PA      | $162690.97     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8451                          | CUSIP: 3138WJL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15791 | PA      | $14248.78      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5124                          | CUSIP: 3138WSVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22749 | PA      | $21475.33      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7913                          | CUSIP: 3138WVYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321710 | PA      | $295146.91     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3985                          | CUSIP: 3138X3NB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163918 | PA      | $150759.32     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV1610                          | CUSIP: 3138XCYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29093 | PA      | $29629.02      | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5295                          | CUSIP: 3138Y63D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57619 | PA      | $58714.95      | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX8000                          | CUSIP: 3138Y93J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      200290 | PA      | $199533.31     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831794                          | CUSIP: 31407JC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4798 | PA      | $5092.68       | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4794                          | CUSIP: 3140E9KG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1839075 | PA      | $1733634.90    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3601                          | CUSIP: 3140FBAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55084 | PA      | $54376.80      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE4202                          | CUSIP: 3140FPU49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      370157 | PA      | $348202.44     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2692                          | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      367780 | PA      | $341866.72     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4581                          | CUSIP: 3140H6CT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95126 | PA      | $88542.66      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5246                          | CUSIP: 3140HJZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57651 | PA      | $56893.22      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6824                          | CUSIP: 3140HLSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101161 | PA      | $99862.23      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3075                          | CUSIP: 3140J7MZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2136972 | PA      | $2105749.57    | 0.01%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                          | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172045 | PA      | $169943.28     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4049                          | CUSIP: 3140J8QB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163169 | PA      | $144020.24     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM6110                          | CUSIP: 3140JAYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127706 | PA      | $117949.37     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7832                          | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10550000 | PA      | $10673403.35   | 0.06%             | 2055-09-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1541                          | CUSIP: 3140JHWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164986 | PA      | $162661.47     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3331                          | CUSIP: 3140JKVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102575 | PA      | $101033.78     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4458                          | CUSIP: 3140JL5U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8211 | PA      | $8087.39       | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4488                          | CUSIP: 3140JL7A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55853 | PA      | $54961.71      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO3197                          | CUSIP: 3140JXRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11569601 | PA      | $10309434.23   | 0.06%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO6291                          | CUSIP: 3140K17D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      682733 | PA      | $670767.03     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO8525                          | CUSIP: 3140K4PK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      350353 | PA      | $321178.76     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP4484                          | CUSIP: 3140KB6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      211377 | PA      | $207791.48     | 0.00%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                          | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4056378 | PA      | $3322043.58    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9745                          | CUSIP: 3140KVZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13435517 | PA      | $10927683.34   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR1050                          | CUSIP: 3140KYEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5997581 | PA      | $5390999.94    | 0.03%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR1615                          | CUSIP: 3140KYYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187509 | PA      | $152508.90     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR4052                          | CUSIP: 3140L2QE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1682855 | PA      | $1375575.26    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR7708                          | CUSIP: 3140L6R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      598425 | PA      | $537171.37     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3608                          | CUSIP: 3140M5AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      305094 | PA      | $271219.07     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7831                          | CUSIP: 3140M9VZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5228810 | PA      | $4500067.91    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7896                          | CUSIP: 3140M9X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3807636 | PA      | $3276964.13    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV1912                          | CUSIP: 3140MFDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      516969 | PA      | $461024.17     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8478                          | CUSIP: 3140MNM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14935422 | PA      | $13305147.71   | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3629                          | CUSIP: 3140NYA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24940000 | PA      | $25425409.71   | 0.15%             | 2030-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3622                          | CUSIP: 3140NYAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34382000 | PA      | $34566524.76   | 0.20%             | 2030-04-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3766                          | CUSIP: 3140NYFG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10820000 | PA      | $10849346.00   | 0.06%             | 2030-05-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3823                          | CUSIP: 3140NYG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59768000 | PA      | $60618893.11   | 0.35%             | 2030-06-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4168                          | CUSIP: 3140NYT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13620000 | PA      | $13641034.73   | 0.08%             | 2030-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4258                          | CUSIP: 3140NYWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19560000 | PA      | $19655139.84   | 0.11%             | 2030-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4526                          | CUSIP: 3140Q0A44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23393000 | PA      | $23397313.67   | 0.13%             | 2030-08-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4547                          | CUSIP: 3140Q0BR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15852000 | PA      | $15813110.29   | 0.09%             | 2030-08-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4635                          | CUSIP: 3140Q0EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34050000 | PA      | $34221169.35   | 0.20%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4801                          | CUSIP: 3140Q0KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24590000 | PA      | $24664488.03   | 0.14%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4945                          | CUSIP: 3140Q0P71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11278000 | PA      | $11370492.01   | 0.07%             | 2030-09-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4998                          | CUSIP: 3140Q0RU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22087000 | PA      | $22029717.37   | 0.13%             | 2030-09-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0070                          | CUSIP: 3140Q7CG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186437 | PA      | $172543.77     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0243                          | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114229 | PA      | $112869.10     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0522                          | CUSIP: 3140Q7SL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133553 | PA      | $117879.50     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0559                          | CUSIP: 3140Q7TR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1143499 | PA      | $1129889.62    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0717                          | CUSIP: 3140Q7YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1390745 | PA      | $1373758.26    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1952                          | CUSIP: 3140Q9E25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      316922 | PA      | $311178.91     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1932                          | CUSIP: 3140Q9EE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      336691 | PA      | $332262.71     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2169                          | CUSIP: 3140Q9MT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193986 | PA      | $191434.99     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2343                          | CUSIP: 3140Q9S95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      645803 | PA      | $637309.27     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2971                          | CUSIP: 3140QAJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63304 | PA      | $64066.19      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3964                          | CUSIP: 3140QBMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2562849 | PA      | $2298117.98    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4185                          | CUSIP: 3140QBUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      620656 | PA      | $610554.14     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4239                          | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326300 | PA      | $301372.50     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4579                          | CUSIP: 3140QCCR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      673370 | PA      | $661988.76     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4585                          | CUSIP: 3140QCCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1958335 | PA      | $1981921.73    | 0.01%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4860                          | CUSIP: 3140QCMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5731025 | PA      | $5130081.57    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6179                          | CUSIP: 3140QD2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      983259 | PA      | $887274.53     | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5544                          | CUSIP: 3140QDES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4162911 | PA      | $3747211.21    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7044                          | CUSIP: 3140QEZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7465647 | PA      | $6703811.70    | 0.04%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8380                          | CUSIP: 3140QGJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2551030 | PA      | $2360429.52    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0211                          | CUSIP: 3140QKGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248700 | PA      | $229234.18     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7269990 | PA      | $6701821.69    | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1112                          | CUSIP: 3140QLGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9964810 | PA      | $8089238.54    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8059125 | PA      | $6542240.14    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1238                          | CUSIP: 3140QLLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6327647 | PA      | $4899854.21    | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1367                          | CUSIP: 3140QLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9236330 | PA      | $7538281.74    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1727516 | PA      | $1590346.89    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2664                          | CUSIP: 3140QM6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1105333 | PA      | $982608.31     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2016                          | CUSIP: 3140QMG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5340820 | PA      | $4798993.62    | 0.03%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3091                          | CUSIP: 3140QNNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30346065 | PA      | $24719692.23   | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3116                          | CUSIP: 3140QNPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2238688 | PA      | $1992924.81    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3319                          | CUSIP: 3140QNVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20375173 | PA      | $19411949.19   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12016450 | PA      | $11425849.14   | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11604576 | PA      | $11034217.85   | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3853                          | CUSIP: 3140QPH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7776637 | PA      | $7413861.24    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4076                          | CUSIP: 3140QPQ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2018873 | PA      | $1872841.88    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4847                          | CUSIP: 3140QQL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2220489 | PA      | $2257877.35    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4861                          | CUSIP: 3140QQMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27420832 | PA      | $27365491.66   | 0.16%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5027                          | CUSIP: 3140QQSR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3128533 | PA      | $3179255.62    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6290631 | PA      | $6441934.95    | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6933                          | CUSIP: 3140QSV32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11231231 | PA      | $11756966.27   | 0.07%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8016                          | CUSIP: 3140QT4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6436269 | PA      | $6717438.40    | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7237                          | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6985759 | PA      | $7088103.43    | 0.04%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7447                          | CUSIP: 3140QTHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12010166 | PA      | $12538584.62   | 0.07%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7742                          | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13912267 | PA      | $14072612.45   | 0.08%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8973                          | CUSIP: 3140QU6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8104010 | PA      | $8102849.68    | 0.05%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8628                          | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $8768459.33    | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8663                          | CUSIP: 3140QUTV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3603044 | PA      | $3613787.75    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8702                          | CUSIP: 3140QUU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5192860 | PA      | $5360113.25    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8837                          | CUSIP: 3140QUZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29651298 | PA      | $30169098.50   | 0.17%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8854                          | CUSIP: 3140QUZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17869107 | PA      | $18433474.11   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9139                          | CUSIP: 3140QVEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16216841 | PA      | $16545645.62   | 0.09%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9492                          | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8605986 | PA      | $8702484.76    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9928                          | CUSIP: 3140QWA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23248696 | PA      | $23919400.36   | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9934                          | CUSIP: 3140QWBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3429953 | PA      | $3470557.19    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9936                          | CUSIP: 3140QWBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23071284 | PA      | $23648548.05   | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9978                          | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25649495 | PA      | $26049319.03   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0000                          | CUSIP: 3140W0AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4833626 | PA      | $4981756.99    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      954787 | PA      | $816048.68     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0253                          | CUSIP: 3140W0H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7347465 | PA      | $7323451.89    | 0.04%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0483                          | CUSIP: 3140W0RD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17962483 | PA      | $18236868.72   | 0.10%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0637                          | CUSIP: 3140W0V77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9626133 | PA      | $9780168.42    | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0690                          | CUSIP: 3140W0XU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      955859 | PA      | $850626.44     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1697                          | CUSIP: 3140W13F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23212832 | PA      | $20499890.26   | 0.12%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1715                          | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7298550 | PA      | $6199238.86    | 0.04%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0937                          | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6363688 | PA      | $6444986.95    | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2691                          | CUSIP: 3140W27D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2046764.59    | 0.01%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2189                          | CUSIP: 3140W2NF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18235429 | PA      | $15631264.19   | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2329                          | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12934443 | PA      | $13360135.89   | 0.08%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2438                          | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18943415 | PA      | $19399636.71   | 0.11%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2557                          | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6500000 | PA      | $6569092.61    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1337                          | CUSIP: 3140X4PX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      352022 | PA      | $346401.87     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1389                          | CUSIP: 3140X4RK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1205239 | PA      | $1185998.07    | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1519                          | CUSIP: 3140X4VM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      508973 | PA      | $486343.19     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2214                          | CUSIP: 3140X5N82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      314382 | PA      | $309952.23     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2971                          | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4692635 | PA      | $4558955.66    | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3078                          | CUSIP: 3140X6M40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6545881 | PA      | $6397009.56    | 0.04%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3083                          | CUSIP: 3140X6M99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      279481 | PA      | $275805.50     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3619                          | CUSIP: 3140X7AV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      747114 | PA      | $736587.46     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3740                          | CUSIP: 3140X7EN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4765406 | PA      | $4092314.21    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4925                          | CUSIP: 3140X8PK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      555449 | PA      | $495990.92     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5245                          | CUSIP: 3140X8ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5129361 | PA      | $4796809.00    | 0.03%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5420                          | CUSIP: 3140X9AW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4385130 | PA      | $3602244.07    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1411029 | PA      | $1229875.35    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6834                          | CUSIP: 3140XASY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6145280 | PA      | $5023185.42    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7031                          | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6783938 | PA      | $6482311.02    | 0.04%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7311                          | CUSIP: 3140XBDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      711442 | PA      | $702084.82     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7382                          | CUSIP: 3140XBFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      685326 | PA      | $611322.10     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7475                          | CUSIP: 3140XBJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156013 | PA      | $153815.05     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7476                          | CUSIP: 3140XBJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      654361 | PA      | $642892.46     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7477                          | CUSIP: 3140XBJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12347893 | PA      | $12131473.83   | 0.07%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                          | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270947 | PA      | $242028.26     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7934                          | CUSIP: 3140XBY87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      912425 | PA      | $819003.75     | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8990                          | CUSIP: 3140XC7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23760748 | PA      | $22493288.37   | 0.13%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8173                          | CUSIP: 3140XCCK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4039527 | PA      | $3876332.85    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8215                          | CUSIP: 3140XCDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40561166 | PA      | $34946161.68   | 0.20%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8480                          | CUSIP: 3140XCM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1261635 | PA      | $1126976.96    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8685                          | CUSIP: 3140XCUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      815766 | PA      | $725893.02     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9819                          | CUSIP: 3140XD4D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14261246 | PA      | $12731300.98   | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9861                          | CUSIP: 3140XD5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      481337 | PA      | $474103.77     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9428                          | CUSIP: 3140XDPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1236525 | PA      | $1216398.48    | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9431                          | CUSIP: 3140XDPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1094250 | PA      | $1078832.46    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9540                          | CUSIP: 3140XDS64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29875703 | PA      | $24364546.79   | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9592                          | CUSIP: 3140XDUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2359672 | PA      | $2113716.61    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9623                          | CUSIP: 3140XDVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15069039 | PA      | $13926873.77   | 0.08%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9941                          | CUSIP: 3140XEBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4268585 | PA      | $3930371.84    | 0.02%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8496201 | PA      | $7816271.05    | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0530                          | CUSIP: 3140XFSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4766551 | PA      | $4385096.17    | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0992                          | CUSIP: 3140XGC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      579650 | PA      | $570940.00     | 0.00%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1029                          | CUSIP: 3140XGEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2156872 | PA      | $1934244.95    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1047                          | CUSIP: 3140XGEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2741603 | PA      | $2705546.28    | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1256                          | CUSIP: 3140XGME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3404700 | PA      | $3353538.67    | 0.02%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1556                          | CUSIP: 3140XGWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7752407 | PA      | $7172270.74    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1869                          | CUSIP: 3140XHCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3104255 | PA      | $2880685.21    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2263                          | CUSIP: 3140XHQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7948472 | PA      | $8039237.54    | 0.05%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2366                          | CUSIP: 3140XHTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2131575 | PA      | $2157248.13    | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3094                          | CUSIP: 3140XJNL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2243193 | PA      | $2110305.21    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3099                          | CUSIP: 3140XJNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12973984 | PA      | $11587359.72   | 0.07%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3364                          | CUSIP: 3140XJW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2433650 | PA      | $2173138.68    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4446                          | CUSIP: 3140XK5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21011398 | PA      | $21681575.12   | 0.12%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3795                          | CUSIP: 3140XKGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6115411 | PA      | $5692175.78    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4116                          | CUSIP: 3140XKSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24251651 | PA      | $24773679.71   | 0.14%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6042157 | PA      | $5452016.22    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4964                          | CUSIP: 3140XLQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1180512 | PA      | $1084180.62    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6195                          | CUSIP: 3140XM3D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      236256 | PA      | $233569.06     | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5456                          | CUSIP: 3140XMB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4426114 | PA      | $4237619.81    | 0.02%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5454                          | CUSIP: 3140XMBY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16892091 | PA      | $15749417.17   | 0.09%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5718                          | CUSIP: 3140XMK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10788832 | PA      | $9664279.74    | 0.06%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5720                          | CUSIP: 3140XMLA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10408430 | PA      | $9317023.25    | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5879                          | CUSIP: 3140XMQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6027105 | PA      | $5613748.49    | 0.03%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5970                          | CUSIP: 3140XMT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12906070 | PA      | $13510204.36   | 0.08%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6026                          | CUSIP: 3140XMVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1428505 | PA      | $1369008.82    | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6060                          | CUSIP: 3140XMWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      796408 | PA      | $753417.54     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6136                          | CUSIP: 3140XMZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      221868 | PA      | $197712.60     | 0.00%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7116                          | CUSIP: 3140XN4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10190300 | PA      | $8843476.60    | 0.05%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6306                          | CUSIP: 3140XNAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      740002 | PA      | $700296.66     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6823                          | CUSIP: 3140XNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7500000 | PA      | $6720374.42    | 0.04%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7000                          | CUSIP: 3140XNX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16517064 | PA      | $15250072.79   | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8050                          | CUSIP: 3140XP5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14816879 | PA      | $15089516.50   | 0.09%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7265                          | CUSIP: 3140XPCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8880511 | PA      | $8444039.31    | 0.05%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7939                          | CUSIP: 3140XPZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10143275 | PA      | $9384223.12    | 0.05%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8937                          | CUSIP: 3140XQ4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10893581 | PA      | $10912447.00   | 0.06%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8113                          | CUSIP: 3140XQAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9643598 | PA      | $8894816.04    | 0.05%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8195                          | CUSIP: 3140XQC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5012968 | PA      | $4077262.53    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8252                          | CUSIP: 3140XQE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8442494 | PA      | $8446561.13    | 0.05%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8382                          | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204769 | PA      | $197677.18     | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8769                          | CUSIP: 3140XQW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12565130 | PA      | $11589504.34   | 0.07%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9776                          | CUSIP: 3140XR2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42807771 | PA      | $38894263.08   | 0.22%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9444                          | CUSIP: 3140XRP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3811717 | PA      | $3932104.23    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9732                          | CUSIP: 3140XRY66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4399948 | PA      | $4045937.32    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4747581 | PA      | $4371534.81    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0075                          | CUSIP: 3140Y6CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20359146 | PA      | $21199229.44   | 0.12%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0102                          | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3409123 | PA      | $3465460.03    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0265                          | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12183275 | PA      | $12529991.69   | 0.07%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0581                          | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11709223 | PA      | $12013175.78   | 0.07%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890727                          | CUSIP: 31410LSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      743021 | PA      | $744295.21     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930920                          | CUSIP: 31412PG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1484956 | PA      | $1488184.57    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931759                          | CUSIP: 31412QE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50939 | PA      | $51894.35      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931765                          | CUSIP: 31412QFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23328 | PA      | $23380.82      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0647                          | CUSIP: 31416HWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14378 | PA      | $14934.61      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2542                          | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84994 | PA      | $76958.56      | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                          | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      264523 | PA      | $260532.42     | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3552                          | CUSIP: 31418C5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28697 | PA      | $27652.85      | 0.00%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3561                          | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119409 | PA      | $117607.47     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3564                          | CUSIP: 31418C6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1186740 | PA      | $1168907.45    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3565                          | CUSIP: 31418C6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71130 | PA      | $71987.12      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3575                          | CUSIP: 31418C6M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28563 | PA      | $27523.62      | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                          | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192089 | PA      | $173327.32     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2777                          | CUSIP: 31418CCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36755 | PA      | $32476.34      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2811                          | CUSIP: 31418CDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101704 | PA      | $89863.81      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                          | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4162550 | PA      | $3994385.09    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3067                          | CUSIP: 31418CMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3338 | PA      | $3089.69       | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3210                          | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1670428 | PA      | $1554820.98    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3198                          | CUSIP: 31418CRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5484 | PA      | $5075.79       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3214                          | CUSIP: 31418CSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      430608 | PA      | $410080.41     | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3369                          | CUSIP: 31418CW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11748 | PA      | $10850.15      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                          | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5302714 | PA      | $5232973.33    | 0.03%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3412                          | CUSIP: 31418CYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      132158 | PA      | $127967.36     | 0.00%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                          | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2289030 | PA      | $2258924.98    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                          | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1083956 | PA      | $919673.67     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                          | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12930306 | PA      | $10958492.70   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4474                          | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11428382 | PA      | $9913940.02    | 0.06%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                          | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6799035 | PA      | $5762212.49    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                          | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8287915 | PA      | $7627244.06    | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3665                          | CUSIP: 31418DCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      879285 | PA      | $865247.58     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3851                          | CUSIP: 31418DH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      704792 | PA      | $692879.35     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3833                          | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16903449 | PA      | $14468372.16   | 0.08%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3902                          | CUSIP: 31418DKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      939864 | PA      | $802412.96     | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3908                          | CUSIP: 31418DKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      587981 | PA      | $577675.46     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                          | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9393 | PA      | $9228.37       | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4077                          | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4288446 | PA      | $3496018.05    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                          | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18148095 | PA      | $16352008.70   | 0.09%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8062392 | PA      | $6565048.66    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                          | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      658696 | PA      | $591972.02     | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                          | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30925074 | PA      | $23831063.16   | 0.14%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63037508 | PA      | $51409010.80   | 0.29%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10641328 | PA      | $8658375.14    | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                          | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17645997 | PA      | $13576062.52   | 0.08%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                          | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21021727 | PA      | $17097874.72   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1944390 | PA      | $1651524.91    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                          | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5754485 | PA      | $5165297.03    | 0.03%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                          | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4910326 | PA      | $3777791.16    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1425138 | PA      | $1242058.70    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4305                          | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2523445 | PA      | $2051637.66    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4512                          | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11654844 | PA      | $9862964.43    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                          | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3783194 | PA      | $3388748.63    | 0.02%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4563                          | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3728346 | PA      | $3155129.40    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4577                          | CUSIP: 31418ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      856442 | PA      | $694172.59     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                          | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13780677 | PA      | $12155867.25   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                          | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      188834 | PA      | $168289.79     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                          | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11798880 | PA      | $11164402.78   | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                          | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      818395 | PA      | $797401.22     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4785                          | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4868418 | PA      | $4858592.35    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3849992 | PA      | $3839815.35    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8324597 | PA      | $8435692.15    | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                          | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19202505 | PA      | $19699471.84   | 0.11%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                          | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2515567 | PA      | $2575953.89    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5556                          | CUSIP: 31418FE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4334881 | PA      | $4263903.09    | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5649                          | CUSIP: 31418FH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9902490 | PA      | $10356061.50   | 0.06%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5684                          | CUSIP: 31418FJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2862250 | PA      | $2925597.41    | 0.02%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                          | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9905205 | PA      | $10361996.46   | 0.06%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5770                          | CUSIP: 31418FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      975281 | PA      | $974141.80     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0575                          | CUSIP: 31418MT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14817 | PA      | $14848.18      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6995                          | CUSIP: 31418UXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22962 | PA      | $23841.35      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                               | FCCU 2025-1A A4                    | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1168188.63    | 0.01%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0888                          | CUSIP: 31427M7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17137700 | PA      | $17178090.41   | 0.10%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0331                          | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4846042 | PA      | $4932183.14    | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0354                          | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3447179 | PA      | $3444530.64    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0716                          | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1443401 | PA      | $1433271.38    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1383                          | CUSIP: 31427NRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13980798 | PA      | $12395162.87   | 0.07%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1634                          | CUSIP: 31427NY86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8044013 | PA      | $6824878.07    | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2452                          | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15876895 | PA      | $16259264.82   | 0.09%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1153                          | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6040000 | PA      | $6083326.13    | 0.03%             | 2055-09-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1156                          | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5640000 | PA      | $5696894.63    | 0.03%             | 2055-10-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C6052                          | CUSIP: 3142BGWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24027638 | PA      | $24097575.21   | 0.14%             | 2055-09-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0011                          | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1796696 | PA      | $1864236.33    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4775476 | PA      | $4950888.92    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1658                          | CUSIP: 3142GRZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6612568 | PA      | $6771821.55    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2657                          | CUSIP: 3142GS5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16768871 | PA      | $17066946.17   | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2207                          | CUSIP: 3142GSNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29156426 | PA      | $30159287.59   | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2401                          | CUSIP: 3142GSU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4477709 | PA      | $4478466.93    | 0.03%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2385                          | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6209566 | PA      | $6527887.72    | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2860                          | CUSIP: 3142GTFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10810157 | PA      | $10734288.89   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3063                          | CUSIP: 3142GTMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14235197 | PA      | $14488235.18   | 0.08%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1949381 | PA      | $2012929.17    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3903                          | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5125111 | PA      | $5352205.34    | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6036999 | PA      | $6100918.67    | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3983                          | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7455786 | PA      | $7720331.78    | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR                   | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     8190000 | PA      | $8140328.66    | 0.05%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $7987953.83    | 0.05%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    17515000 | PA      | $18452919.98   | 0.11%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     8310000 | PA      | $8443320.63    | 0.05%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $62032.08      | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    12623000 | PA      | $12133724.11   | 0.07%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     4098000 | PA      | $4088375.56    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5570.15       | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1290053.17    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      240000 | PA      | $243707.32     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | FOCUS FINANCIAL                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107594.62     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A4                    | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1530000 | PA      | $1552947.40    | 0.01%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A4                    | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2560000 | PA      | $2621707.52    | 0.02%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C B                     | CUSIP: 344940AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2010000 | PA      | $2072563.66    | 0.01%             | 2029-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C C                     | CUSIP: 344940AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2230000 | PA      | $2309582.23    | 0.01%             | 2031-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                              | FORDL 2024-B B                     | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1820000 | PA      | $1841652.18    | 0.01%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A B                     | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      790000 | PA      | $799859.12     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 A                     | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $409168.27     | 0.00%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2590000 | PA      | $2596663.81    | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-1 B                     | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     2830000 | PA      | $2872483.96    | 0.02%             | 2029-04-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-2 B                     | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1950000 | PA      | $2013703.97    | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-3 A1                    | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     8970000 | PA      | $9009990.95    | 0.05%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     2340000 | PA      | $2350530.47    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 A                     | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     6290000 | PA      | $6341339.61    | 0.04%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 B                     | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $950925.68     | 0.01%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                              | FORDL 2024-A B                     | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2040000 | PA      | $2055767.98    | 0.01%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                    | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     6220000 | PA      | $6307709.46    | 0.04%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 B                     | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1340000 | PA      | $1350483.62    | 0.01%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B C                     | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4170000 | PA      | $4208374.84    | 0.02%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B B                     | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2960000 | PA      | $3019525.60    | 0.02%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                              | FORDO 2025-B B                     | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2470000 | PA      | $2469973.32    | 0.01%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | FORDR 2025-1 A                     | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2430000 | PA      | $2493026.91    | 0.01%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | FORDR 2025-1 B                     | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3560000 | PA      | $3644784.25    | 0.02%             | 2037-08-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                              | FORDO 2024-C B                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3810000 | PA      | $3816978.78    | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                           | FORDR 2024-1 B                     | CUSIP: 34533BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2301986.03    | 0.01%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                                           | FORDR 2023-2 A                     | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2480000 | PA      | $2558827.79    | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A B                     | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1530254.70    | 0.01%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3380000 | PA      | $3427841.20    | 0.02%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                           | FORDR 2023-1 A                     | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5876000 | PA      | $5979565.68    | 0.03%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | FORDO 2024-D B                     | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | PA      | $781342.25     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                                           | FORDR 2025-2 B                     | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1780000 | PA      | $1782703.11    | 0.01%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                      | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       20000 | PA      | $23350.05      | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98376.45      | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68833.35      | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      845000 | PA      | $782854.28     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1083461.59    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7315000 | PA      | $7629779.10    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      555000 | PA      | $576280.84     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      205000 | PA      | $219096.23     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3321052.72    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     6580000 | PA      | $6850361.91    | 0.04%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1951303.85    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      700000 | PA      | $695088.14     | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     8570000 | PA      | $9155754.85    | 0.05%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1983054.22    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3279461.38    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    18325000 | PA      | $19484467.16   | 0.11%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    29660000 | PA      | $31720087.30   | 0.18%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                          | STACR 2023-HQA3 A1                 | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |      824443 | PA      | $833795.25     | 0.00%             | 2043-11-25      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                          | STACR 2024-DNA1 A1                 | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     4039836 | PA      | $4060035.60    | 0.02%             | 2044-02-25      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                          | STACR 2024-HQA1 A1                 | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |     2188482 | PA      | $2197717.74    | 0.01%             | 2044-03-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                          | STACR 2024-DNA2 A1                 | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     3789179 | PA      | $3808090.41    | 0.02%             | 2044-05-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                                          | STACR 2024-HQA2 A1                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |     4690500 | PA      | $4713952.49    | 0.03%             | 2044-08-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                          | STACR 2024-DNA3 A1                 | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |      341000 | PA      | $341675.04     | 0.00%             | 2044-10-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                          | STACR 2025-DNA1 A1                 | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      689000 | PA      | $689429.38     | 0.00%             | 2045-01-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1512000 | PA      | $1512468.72    | 0.01%             | 2045-02-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2346000 | PA      | $2351829.34    | 0.01%             | 2045-05-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                          | STACR 2025-DNA3 A1                 | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |     4560000 | PA      | $4561500.24    | 0.03%             | 2045-09-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $21091.35      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $115263.62     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103076.41     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144227.55     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      625000 | PA      | $623919.48     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                           | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      345000 | PA      | $345168.26     | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $124727.22     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       44775 | PA      | $44719.31      | 0.00%             | 2031-07-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31683.72      | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8929.24       | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      464000 | PA      | $466850.94     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1101104.53    | 0.01%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                             | GCAT 2022-INV1 A1                  | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23059285 | PA      | $19981746.29   | 0.11%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       95000 | PA      | $100734.59     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      130000 | PA      | $133087.50     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                             | GCAT 2024-INV2 A6                  | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15545397 | PA      | $15720893.66   | 0.09%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-INV1 Trust                                                             | GCAT 2025-INV1 A1                  | CUSIP: 36171DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51718940 | PA      | $52617401.73   | 0.30%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770446                          | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4577 | PA      | $4562.26       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0535                          | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85025 | PA      | $82552.31      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1678                          | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27260 | PA      | $26394.18      | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1761                          | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28292 | PA      | $27393.69      | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1011                          | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47504 | PA      | $43722.58      | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                          | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1928 | PA      | $1867.68       | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1447                          | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49006 | PA      | $45039.65      | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1449                          | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30329 | PA      | $29378.17      | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1522                          | CUSIP: 36179NVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11465 | PA      | $11103.86      | 0.00%             | 2043-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                          | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13034 | PA      | $12621.97      | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                          | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38214 | PA      | $34910.84      | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                          | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26914 | PA      | $24574.65      | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1839                          | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14044 | PA      | $13596.41      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1920                          | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6147 | PA      | $5950.80       | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1996                          | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4467 | PA      | $4323.79       | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                          | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7872 | PA      | $7617.66       | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2520                          | CUSIP: 36179QYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107340 | PA      | $98060.98      | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2753                          | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99043 | PA      | $90404.99      | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                          | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8687 | PA      | $8394.69       | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                          | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3517 | PA      | $3396.49       | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                          | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4567 | PA      | $4409.61       | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                          | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134597 | PA      | $122664.70     | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                          | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2384 | PA      | $2301.59       | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3172                          | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24146 | PA      | $21998.26      | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3245                          | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14232 | PA      | $13735.16      | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3309                          | CUSIP: 36179RVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100310 | PA      | $90986.83      | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                          | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8500 | PA      | $8196.10       | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3453                          | CUSIP: 36179RZS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95399 | PA      | $86532.33      | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3664                          | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2771 | PA      | $2671.82       | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                          | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7775 | PA      | $7492.04       | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3875                          | CUSIP: 36179SJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2779 | PA      | $2679.12       | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                          | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5954603 | PA      | $5397438.06    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                          | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4108 | PA      | $3955.83       | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                          | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9889 | PA      | $9516.22       | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                          | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21570 | PA      | $20757.16      | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5319                          | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38771 | PA      | $35281.24      | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                          | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1186160 | PA      | $1136292.72    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                          | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5767455 | PA      | $5712586.68    | 0.03%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5387                          | CUSIP: 36179T6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7069 | PA      | $6432.83       | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5400                          | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134119 | PA      | $135861.40     | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4502                          | CUSIP: 36179TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6315 | PA      | $5958.60       | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                          | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      511427 | PA      | $491523.87     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                          | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114001 | PA      | $109564.46     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4718                          | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9404737 | PA      | $8510052.07    | 0.05%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                          | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1101100 | PA      | $1058249.87    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                          | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8976413 | PA      | $8111255.03    | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                          | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1943153 | PA      | $1867533.63    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                          | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      806087 | PA      | $773709.29     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5078                          | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      714920 | PA      | $686204.10     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                          | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1024843 | PA      | $1015733.21    | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5181                          | CUSIP: 36179TXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21498 | PA      | $19563.25      | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5193                          | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2676860 | PA      | $2653066.23    | 0.02%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5264                          | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1221875 | PA      | $1170505.97    | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5253                          | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3787 | PA      | $3446.07       | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5457                          | CUSIP: 36179UB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81296 | PA      | $76709.32      | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                          | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2584482 | PA      | $2475827.81    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5467                          | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      941675 | PA      | $931833.83     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                          | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      315409 | PA      | $292637.21     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5594                          | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5294473 | PA      | $4912223.16    | 0.03%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5700                          | CUSIP: 36179UKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34995 | PA      | $33020.31      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5710                          | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43758 | PA      | $41864.07      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5753                          | CUSIP: 36179UMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47491 | PA      | $44737.70      | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5762                          | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2084700 | PA      | $1935492.27    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5806                          | CUSIP: 36179UNX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8381 | PA      | $7594.92       | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5807                          | CUSIP: 36179UNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18567 | PA      | $17490.47      | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1420584 | PA      | $1356422.00    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5866                          | CUSIP: 36179UQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6864 | PA      | $6476.55       | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5922                          | CUSIP: 36179USK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20763 | PA      | $19559.06      | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                          | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135354 | PA      | $129240.86     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5932                          | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245272 | PA      | $242248.82     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5977                          | CUSIP: 36179UUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10998 | PA      | $10360.05      | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5979                          | CUSIP: 36179UUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36099 | PA      | $35834.55      | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6033                          | CUSIP: 36179UV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9720 | PA      | $9648.64       | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6030                          | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84316 | PA      | $76410.47      | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6082                          | CUSIP: 36179UXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14051 | PA      | $13236.66      | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6084                          | CUSIP: 36179UXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6134 | PA      | $6089.57       | 0.00%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                          | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1921071 | PA      | $1590363.26    | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                          | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4525719 | PA      | $3900879.73    | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                          | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2148303 | PA      | $1778478.42    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131688 | PA      | $113424.16     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                          | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9290556 | PA      | $8325440.98    | 0.05%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6657                          | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2461750 | PA      | $2274016.23    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6709                          | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4761039 | PA      | $4106685.67    | 0.02%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                          | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7313714 | PA      | $6755966.79    | 0.04%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6767                          | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1523915 | PA      | $1407700.48    | 0.01%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                          | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1016308 | PA      | $876204.36     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                          | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2664270 | PA      | $2298095.54    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                          | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2917199 | PA      | $2698378.69    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6997                          | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17993861 | PA      | $16621641.84   | 0.10%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                          | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15431259 | PA      | $12774808.23   | 0.07%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                          | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      121130 | PA      | $104368.31     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                          | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14908581 | PA      | $13323750.94   | 0.08%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                          | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7956799 | PA      | $7308360.89    | 0.04%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                          | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15013927 | PA      | $13790369.61   | 0.08%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                          | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6951009 | PA      | $5986979.89    | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                          | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3212087 | PA      | $2659134.76    | 0.02%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                          | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18480232 | PA      | $16525831.41   | 0.09%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7366                          | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1307426 | PA      | $1082356.39    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                          | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3682568 | PA      | $3171835.62    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                          | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1443703 | PA      | $1243477.49    | 0.01%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                          | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4465260 | PA      | $3845976.84    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                          | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    58182246 | PA      | $48148142.03   | 0.28%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                          | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24137990 | PA      | $20790313.71   | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                          | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6348778 | PA      | $5254859.94    | 0.03%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7766                          | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5999743 | PA      | $4965964.79    | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                          | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26739020 | PA      | $23921644.48   | 0.14%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7000000 | PA      | $6032458.12    | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                          | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6908946 | PA      | $6912351.05    | 0.04%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                          | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22005582 | PA      | $22291793.43   | 0.13%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8880                          | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5886138 | PA      | $6030388.55    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                          | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5753695 | PA      | $5756531.29    | 0.03%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                          | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21064147 | PA      | $19982757.97   | 0.11%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                          | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16303792 | PA      | $15466789.90   | 0.09%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                          | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12449149 | PA      | $12160510.85   | 0.07%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                          | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8014710 | PA      | $7603251.37    | 0.04%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                          | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5764390 | PA      | $5627137.10    | 0.03%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                          | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2153123 | PA      | $2156875.42    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8489                          | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26336546 | PA      | $25709462.66   | 0.15%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8490                          | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17023996 | PA      | $17053666.89   | 0.10%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3076386 | PA      | $3116397.97    | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                          | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7743477 | PA      | $7942319.09    | 0.05%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8644                          | CUSIP: 36179XS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      289369 | PA      | $265538.00     | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8646                          | CUSIP: 36179XTB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6130742 | PA      | $5982850.99    | 0.03%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8724                          | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9017285 | PA      | $8799057.43    | 0.05%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8725                          | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      716555 | PA      | $717132.34     | 0.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8727                          | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3355115 | PA      | $3437862.43    | 0.02%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13521717 | PA      | $13528382.06   | 0.08%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8801                          | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8191968 | PA      | $8298514.93    | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                          | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8970537 | PA      | $9240955.47    | 0.05%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9849                          | CUSIP: 36179Y5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3154564 | PA      | $3064172.56    | 0.02%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                          | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9600991 | PA      | $9719864.05    | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                          | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2237933 | PA      | $2291379.23    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9170                          | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6291018 | PA      | $6294118.75    | 0.04%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9241                          | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2798658 | PA      | $2835058.45    | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9242                          | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1376091 | PA      | $1408202.36    | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                          | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8281791 | PA      | $8472457.58    | 0.05%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                          | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4416082 | PA      | $4516025.84    | 0.03%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9602                          | CUSIP: 36179YU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2143139 | PA      | $2018548.59    | 0.01%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9603                          | CUSIP: 36179YU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3121918 | PA      | $3032705.88    | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                          | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7849878 | PA      | $7922538.41    | 0.05%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9842454 | PA      | $10049827.38   | 0.06%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                          | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      631517 | PA      | $644033.37     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO3569                          | CUSIP: 3617A36E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19933 | PA      | $19157.19      | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BB3612                          | CUSIP: 3617AUAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167434 | PA      | $154927.15     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BB3761                          | CUSIP: 3617AUFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      215681 | PA      | $199367.54     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BC8177                          | CUSIP: 3617BCCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      176700 | PA      | $163500.59     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN2048                          | CUSIP: 3617F0HZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      993477 | PA      | $912125.30     | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN3050                          | CUSIP: 3617F2L70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5817279 | PA      | $4708593.80    | 0.03%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN3198                          | CUSIP: 3617F2RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      287331 | PA      | $263264.03     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF9981                          | CUSIP: 3617GHCS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      115056 | PA      | $107378.06     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM4124                          | CUSIP: 3617JUSM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96681 | PA      | $91408.22      | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ0917                          | CUSIP: 3617LKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17747 | PA      | $16233.02      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ2571                          | CUSIP: 3617LL2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10326 | PA      | $9405.78       | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ5154                          | CUSIP: 3617LPWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79346 | PA      | $72278.68      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ7369                          | CUSIP: 3617LSFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9552 | PA      | $9034.35       | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ7636                          | CUSIP: 3617LSPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19941 | PA      | $18164.45      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ8532                          | CUSIP: 3617LTPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      599293 | PA      | $614588.83     | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR1489                          | CUSIP: 3617LXUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24792 | PA      | $22599.54      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2354                          | CUSIP: 3617LYTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20934 | PA      | $19186.70      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2365                          | CUSIP: 3617LYTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13735 | PA      | $13020.27      | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2416                          | CUSIP: 3617LYVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10838 | PA      | $10253.75      | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2441                          | CUSIP: 3617LYWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56260 | PA      | $51248.83      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2445                          | CUSIP: 3617LYWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13833 | PA      | $13113.29      | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR6121                          | CUSIP: 3617M4YS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36856 | PA      | $33607.80      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BS1355                          | CUSIP: 3617MBQG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9759 | PA      | $9250.97       | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BX2272                          | CUSIP: 3617Q6QZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1848714 | PA      | $1650312.60    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BX2444                          | CUSIP: 3617Q6WD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2208764 | PA      | $1970341.62    | 0.01%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BY0784                          | CUSIP: 3617QG2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1067910 | PA      | $952969.51     | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BZ4016                          | CUSIP: 3617QYN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4207687 | PA      | $3593884.21    | 0.02%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB9155                          | CUSIP: 3617UVE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1469722 | PA      | $1254405.32    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CD3535                          | CUSIP: 3617VD4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1613220 | PA      | $1376880.58    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL1797                          | CUSIP: 3617Y87J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1430842 | PA      | $1262977.62    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL1812                          | CUSIP: 3617Y9AM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      225225 | PA      | $200350.09     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL2804                          | CUSIP: 3617YADH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1086017 | PA      | $995051.58     | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL8489                          | CUSIP: 3617YGNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      714441 | PA      | $654599.33     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CM1131                          | CUSIP: 3617YLHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      337600 | PA      | $309955.85     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CM2346                          | CUSIP: 3617YMTB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      314008 | PA      | $288295.02     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN1777                          | CUSIP: 3617YY6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      331917 | PA      | $304115.71     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AK6860                          | CUSIP: 36183QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7828 | PA      | $7156.09       | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM7096                          | CUSIP: 36184X3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19148 | PA      | $18425.56      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-1A B                    | CUSIP: 361886DC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1240000 | PA      | $1256607.44    | 0.01%             | 2029-03-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270000 | PA      | $4400933.57    | 0.03%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A B                    | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $534037.56     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-3A B                    | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $916982.16     | 0.01%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-4A B                    | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1234992.82    | 0.01%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A B                    | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1314669.85    | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A C                    | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $754764.38     | 0.00%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A C                    | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1010228.00    | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CV3461                          | CUSIP: 3618BYZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2550575 | PA      | $2601283.88    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CY2592                          | CUSIP: 3618G12Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3537774 | PA      | $3652388.56    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB5165                          | CUSIP: 3618H7W24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1305124 | PA      | $1350890.56    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB7553                          | CUSIP: 3618HAMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      700116 | PA      | $725642.67     | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB8649                          | CUSIP: 3618HBTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      706223 | PA      | $731309.74     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB8663                          | CUSIP: 3618HBTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      246246 | PA      | $254993.00     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DC2938                          | CUSIP: 3618HHHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1380427 | PA      | $1430128.27    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DD0521                          | CUSIP: 3618HSSJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      246550 | PA      | $255538.73     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DD0522                          | CUSIP: 3618HSSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      200090 | PA      | $207197.54     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DD0632                          | CUSIP: 3618HSVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      469837 | PA      | $486526.90     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE0510                          | CUSIP: 3618J5R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1631203 | PA      | $1672325.61    | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE3686                          | CUSIP: 3618J9CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2025354 | PA      | $2090680.90    | 0.01%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE6391                          | CUSIP: 3618JCC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3262737 | PA      | $3355186.14    | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DF3978                          | CUSIP: 3618JMM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1973940 | PA      | $2000230.13    | 0.01%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5788                          | CUSIP: 3618L5ND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2276220 | PA      | $2361019.24    | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5789                          | CUSIP: 3618L5NE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2793417 | PA      | $2896612.13    | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL2677                          | CUSIP: 3618LD6N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4720644 | PA      | $4872906.77    | 0.03%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL3541                          | CUSIP: 3618LE5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2014517 | PA      | $2088937.24    | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0262                          | CUSIP: 3618N5JG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2906137 | PA      | $2992581.36    | 0.02%             | 2055-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0311                          | CUSIP: 3618N5KZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1718630 | PA      | $1772570.77    | 0.01%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AS6433                          | CUSIP: 36193SEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45280 | PA      | $41000.41      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT2364                          | CUSIP: 36194ATV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      180294 | PA      | $163029.38     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT7613                          | CUSIP: 36194GN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18451 | PA      | $16707.22      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT7695                          | CUSIP: 36194GRQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37146 | PA      | $33635.25      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT8111                          | CUSIP: 36194HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39495 | PA      | $35713.07      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU7261                          | CUSIP: 36194VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41227 | PA      | $37279.50      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU7266                          | CUSIP: 36194VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52028 | PA      | $47045.59      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU7269                          | CUSIP: 36194VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34060 | PA      | $30798.30      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AV1810                          | CUSIP: 36195CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97546 | PA      | $88327.15      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AV1816                          | CUSIP: 36195CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237119 | PA      | $214413.17     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV3565                          | CUSIP: 36195D6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1830 | PA      | $1806.39       | 0.00%             | 2046-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AV5898                          | CUSIP: 36195GRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60449 | PA      | $54660.81      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AW5174                          | CUSIP: 36195TXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27403 | PA      | $24779.04      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443383                          | CUSIP: 36207VRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6768 | PA      | $6754.50       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720060                          | CUSIP: 3620A55V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8496 | PA      | $8480.41       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720075                          | CUSIP: 3620A56L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3628 | PA      | $3621.82       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745171                          | CUSIP: 3620C02C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4833 | PA      | $4822.98       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784219                          | CUSIP: 3622A2VL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105421 | PA      | $96659.11      | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784329                          | CUSIP: 3622A2Y22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91410 | PA      | $84182.63      | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785816                          | CUSIP: 3622ABK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1187910 | PA      | $1124233.66    | 0.01%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785958                          | CUSIP: 3622ABQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12130297 | PA      | $10432794.08   | 0.06%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786093                          | CUSIP: 3622ABUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13473011 | PA      | $11587609.61   | 0.07%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786219                          | CUSIP: 3622ABYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6966059 | PA      | $5991234.62    | 0.03%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787211                          | CUSIP: 3622AC3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13296908 | PA      | $13561267.77   | 0.08%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787228                          | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2344203 | PA      | $2427475.03    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787278                          | CUSIP: 3622AC6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3800617 | PA      | $3933249.12    | 0.02%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786410                          | CUSIP: 3622ACAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1404314 | PA      | $1415100.17    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786474                          | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3314257 | PA      | $3330390.20    | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786660                          | CUSIP: 3622ACJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4017062 | PA      | $4099437.31    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786661                          | CUSIP: 3622ACJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12311796 | PA      | $12556571.00   | 0.07%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786692                          | CUSIP: 3622ACKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10468039 | PA      | $10682699.78   | 0.06%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786912                          | CUSIP: 3622ACR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10599834 | PA      | $10820510.14   | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786901                          | CUSIP: 3622ACRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7380424 | PA      | $7529463.16    | 0.04%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786932                          | CUSIP: 3622ACSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6889440 | PA      | $7227915.11    | 0.04%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786963                          | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      187775 | PA      | $194110.58     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786977                          | CUSIP: 3622ACUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21917320 | PA      | $21921273.87   | 0.13%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787071                          | CUSIP: 3622ACW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12526665 | PA      | $12775711.18   | 0.07%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787058                          | CUSIP: 3622ACWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3010011 | PA      | $3020901.07    | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 788130                          | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8740197 | PA      | $8883918.81    | 0.05%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787412                          | CUSIP: 3622ADDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18923466 | PA      | $19583845.56   | 0.11%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787663                          | CUSIP: 3622ADML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19023875 | PA      | $18991636.79   | 0.11%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787764                          | CUSIP: 3622ADQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5778115 | PA      | $5970263.94    | 0.03%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                                           | GSMS 2019-GC38 A4                  | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $147058.38     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $132000.00     | 0.00%             | 2047-09-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 B                     | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $342642.58     | 0.00%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 C                     | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1229954.47    | 0.01%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5                  | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6430000 | PA      | $5883792.08    | 0.03%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2470000 | PA      | $2314146.21    | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       70000 | PA      | $68203.13      | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      120000 | PA      | $116893.74     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     5985000 | PA      | $6084295.83    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5751551.43    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     7585000 | PA      | $8363510.24    | 0.05%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 A                     | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4220000 | PA      | $4424949.36    | 0.03%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 B                     | CUSIP: 36268DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1660000 | PA      | $1750326.41    | 0.01%             | 2036-08-11      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A4                    | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1060000 | PA      | $1075645.49    | 0.01%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 B                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $387288.63     | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | BOOST NEWCO BORR                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79579.98      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 B                     | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1630000 | PA      | $1644630.39    | 0.01%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 A                     | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2950000 | PA      | $3027298.56    | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 B                     | CUSIP: 36269KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $892590.59     | 0.01%             | 2036-12-11      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 B                     | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $962279.80     | 0.01%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 A                     | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5050000 | PA      | $5139315.31    | 0.03%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 B                     | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $546884.68     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 C                     | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3533898.90    | 0.02%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 B                     | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1980000 | PA      | $2002169.86    | 0.01%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662505                          | CUSIP: 36294XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21261 | PA      | $22150.63      | 0.00%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 B                     | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $306151.20     | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 675756                          | CUSIP: 36295NWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26846 | PA      | $24782.05      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 B                     | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1980000 | PA      | $2000805.44    | 0.01%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 C                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1170000 | PA      | $1182871.05    | 0.01%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      210000 | PA      | $217856.86     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | GARRETT MOT/SARL                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $209736.61     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88186.13      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A1                  | CUSIP: 367919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12700831 | PA      | $12874476.88   | 0.07%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A5                  | CUSIP: 367919AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9096695 | PA      | $9224308.85    | 0.05%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A6                  | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8262136 | PA      | $8313087.63    | 0.05%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                                             | GCAT 2022-INV3 1A1                 | CUSIP: 36830RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6303910 | PA      | $5898587.29    | 0.03%             | 2052-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                                             | GCAT 2022-INV3 2A1                 | CUSIP: 36830RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4195686 | PA      | $4038654.10    | 0.02%             | 2052-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                   | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      998000 | PA      | $1016372.32    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    10443000 | PA      | $10583852.84   | 0.06%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     6010000 | PA      | $5406297.13    | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1767501.01    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $946046.56     | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4740000 | PA      | $5074894.28    | 0.03%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $2013406.06    | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    11830000 | PA      | $12220829.42   | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4520000 | PA      | $4604413.20    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8720000 | PA      | $8826862.29    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | GENESEE & WYOMIN                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183080.20     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $93876.49      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $109961.98     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      207000 | PA      | $201109.89     | 0.00%             | 2027-04-30      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5096031.22    | 0.03%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1832017.41    | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1399789.87    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA                   | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      860000 | PA      | $858649.31     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA                   | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     3715000 | PA      | $3715574.61    | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                    | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    14618000 | PA      | $12849234.57   | 0.07%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13425000 | PA      | $15538111.91   | 0.09%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6886758.88    | 0.04%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 B                     | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $560380.43     | 0.00%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                                                   | GMREV 2025-A B                     | CUSIP: 379932AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1244700.36    | 0.01%             | 2037-11-12      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 A4                    | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4720000 | PA      | $4761282.54    | 0.03%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 B                     | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $191938.13     | 0.00%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 C                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $252176.68     | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 C                     | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $962346.24     | 0.01%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 B                     | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2604642.30    | 0.01%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A4                    | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       50000 | PA      | $50307.45      | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 B                     | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1432270.70    | 0.01%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 B                     | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $485099.66     | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2115885.06    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8160000 | PA      | $8265376.17    | 0.05%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    30260000 | PA      | $30708474.75   | 0.18%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5598253.67    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1445192.34    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5128000 | PA      | $4740721.17    | 0.03%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2703483.60    | 0.02%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     6890000 | PA      | $7010970.36    | 0.04%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      305000 | PA      | $294773.00     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      195000 | PA      | $197848.81     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2013-149 MZ                    | CUSIP: 38378UMF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9905714 | PA      | $8600829.55    | 0.05%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-83 FN                     | CUSIP: 38382QWE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3968021 | PA      | $3301844.81    | 0.02%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-227 F                     | CUSIP: 38383FQM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1720132 | PA      | $1489247.75    | 0.01%             | 2051-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2025-89 GT                     | CUSIP: 38385GMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11751548 | PA      | $10629786.64   | 0.06%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                                   | GALC 2025-1 A3                     | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1453694.83    | 0.01%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                     | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     4500000 | PA      | $4477578.28    | 0.03%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                        | GRYPHON ACQUIRE                    | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135000 | PA      | $135168.75     | 0.00%             | 2032-09-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A C                    | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1098321.82    | 0.01%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1360000 | PA      | $1380276.51    | 0.01%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      757000 | PA      | $758285.43     | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2141608.28    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83167.02      | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $3012724.09    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5832491.48    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      348000 | PA      | $350372.30     | 0.00%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9998000 | PA      | $9848592.30    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8225000 | PA      | $7450857.31    | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2197317.66    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    11983000 | PA      | $12143000.37   | 0.07%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8159000 | PA      | $8302829.45    | 0.05%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4282000 | PA      | $4513084.77    | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                       | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    13204000 | PA      | $13385483.59   | 0.08%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6203973.99    | 0.04%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    16589000 | PA      | $16503808.90   | 0.09%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A B                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $607159.32     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A C                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1970000 | PA      | $1998955.45    | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A D                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $1002883.00    | 0.01%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A C                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1170000 | PA      | $1177527.78    | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A D                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2018156.40    | 0.01%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47663.89      | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                  | HANESBRANDS INC                    | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |       84575 | PA      | $84786.44      | 0.00%             | 2032-03-08      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                   | HDMOT 2025-A A4                    | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1360000 | PA      | $1389983.24    | 0.01%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A4                    | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1690465.26    | 0.01%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1155621.54    | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                         | HAWAIIAN ELEC CO                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      155000 | PA      | $156220.68     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     5185000 | PA      | $4580759.91    | 0.03%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      665000 | PA      | $669220.82     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      390000 | PA      | $389016.07     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102758.62     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98688.34      | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62688.84      | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | HERTZ 2022-2A A                    | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |     3120000 | PA      | $3028753.10    | 0.02%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A B                    | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     2020000 | PA      | $2060794.91    | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     1280000 | PA      | $1313182.21    | 0.01%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $82534.55      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    36297000 | PA      | $36450199.73   | 0.21%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     1577000 | PA      | $1584303.32    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2105755.75    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     7865000 | PA      | $7524444.78    | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    16318000 | PA      | $16214474.02   | 0.09%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    31748000 | PA      | $31698816.04   | 0.18%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     6082000 | PA      | $5378528.89    | 0.03%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     7143000 | PA      | $8126583.58    | 0.05%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      155000 | PA      | $158356.53     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      325000 | PA      | $329589.34     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                     | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      910000 | PA      | $936679.66     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1086320.45    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1471843.30    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      620000 | PA      | $595894.02     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     6280000 | PA      | $6388404.35    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | HGMT 2025-HGLR A                   | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3180000 | PA      | $3288103.78    | 0.02%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN              | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     1205000 | PA      | $1283494.06    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | HOWARD MIDSTREAM                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $193849.23     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      110000 | PA      | $114207.37     | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       75000 | PA      | $77236.77      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46943.33      | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46964.55      | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $787930.83     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38523.56      | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88764.31      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: 445545AV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     3930000 | PA      | $4044244.36    | 0.02%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $2686236.87    | 0.02%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    18440000 | PA      | $19402631.59   | 0.11%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    12058000 | PA      | $12560186.03   | 0.07%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2341000 | PA      | $2412400.07    | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     7548000 | PA      | $7778935.82    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                     | HACLN 2025-1 B                     | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4106420 | PA      | $4131273.76    | 0.02%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    12942000 | PA      | $13084198.29   | 0.08%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | HACLN 2024-1 B1                    | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      986379 | PA      | $1002543.64    | 0.01%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | HACLN 2024-2 B1                    | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1760039 | PA      | $1777128.53    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | HACLN 2025-2 B1                    | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6028450 | PA      | $6043197.31    | 0.03%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      545000 | PA      | $559191.61     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A B                      | CUSIP: 448973AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1320000 | PA      | $1348161.01    | 0.01%             | 2031-01-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A C                      | CUSIP: 448973AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1104966.79    | 0.01%             | 2031-07-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C B                      | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $476080.25     | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C C                      | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1317508.40    | 0.01%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                   | HALST 2024-C B                     | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1040000 | PA      | $1051232.31    | 0.01%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A4                     | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1744377.14    | 0.01%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C B                      | CUSIP: 44918CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5830000 | PA      | $6044980.08    | 0.03%             | 2029-12-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A4                     | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1480000 | PA      | $1504785.86    | 0.01%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                   | HALST 2024-B A4                    | CUSIP: 44934FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1630000 | PA      | $1651421.30    | 0.01%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                   | HALST 2024-B B                     | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $608356.20     | 0.00%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B B                      | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1215247.28    | 0.01%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B C                      | CUSIP: 44934QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2280000 | PA      | $2337286.60    | 0.01%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      880000 | PA      | $892042.27     | 0.01%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2531724.75    | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                            | HART 2025-C C                      | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1990000 | PA      | $1982983.86    | 0.01%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A A4                    | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1318106.01    | 0.01%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A B                     | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030000 | PA      | $1043721.45    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B B                      | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $936486.49     | 0.01%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B C                      | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1230000 | PA      | $1251753.41    | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                        | IRV 2025-200P A                    | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1890000 | PA      | $1931934.94    | 0.01%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                                | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $253031.86     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     9620000 | PA      | $9685652.99    | 0.06%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     4830000 | PA      | $5006096.39    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      900000 | PA      | $915230.16     | 0.01%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      550000 | PA      | $568749.76     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5416000 | PA      | $3982012.63    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    26671000 | PA      | $24761179.74   | 0.14%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $2363934.55    | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3308000 | PA      | $2891931.61    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3613000 | PA      | $2290268.43    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5122000 | PA      | $5239370.77    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     9596000 | PA      | $9279474.61    | 0.05%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1458185.56    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5010000 | PA      | $4814026.25    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                   | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    48095000 | PA      | $48718548.46   | 0.28%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $620401.50     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1485359.44    | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      350000 | PA      | $331905.58     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2431159.38    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                    | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1528769.49    | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                    | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |      590000 | PA      | $574802.69     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                      | INVERSION ESCROW                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      270000 | PA      | $266142.32     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      255000 | PA      | $262876.57     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     7775000 | PA      | $7980926.83    | 0.05%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     7550000 | PA      | $7779054.73    | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4                   | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $49790.29      | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 C                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      785715 | PA      | $788932.18     | 0.00%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 D                     | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292359 | PA      | $293458.37     | 0.00%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30493.01      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56355.35      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2724411.57    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      950000 | PA      | $984206.57     | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1304000 | PA      | $1174192.82    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      335000 | PA      | $273771.18     | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1970779.42    | 0.01%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $2733284.47    | 0.02%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9210000 | PA      | $8734525.62    | 0.05%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2005007.91    | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5591500.81    | 0.03%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15720000 | PA      | $15848195.55   | 0.09%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9880000 | PA      | $9991166.15    | 0.06%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14880000 | PA      | $15366400.69   | 0.09%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14005000 | PA      | $14774013.15   | 0.08%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    38140000 | PA      | $39569487.15   | 0.23%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $58672.08      | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15407282 | PA      | $13312861.96   | 0.08%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13281211 | PA      | $11541876.90   | 0.07%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19865000 | PA      | $20741959.90   | 0.12%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4281000 | PA      | $4732983.45    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7540000 | PA      | $8631308.15    | 0.05%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9507584.73    | 0.05%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1428008.79    | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                        | JMIKE 2024-1A A2                   | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5174000 | PA      | $5272720.44    | 0.03%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                            | JMIKE 2025-1A A2                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10925000 | PA      | $11155408.25   | 0.06%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      115000 | PA      | $116711.54     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A4                     | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1520190.15    | 0.01%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                                    | JDOT 2025-B A4                     | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2070000 | PA      | $2089473.53    | 0.01%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     2383000 | PA      | $2387967.58    | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    23180000 | PA      | $23581256.46   | 0.14%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $202710.02     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | KALLPA GENERACIO                   | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     7440000 | PA      | $7490678.46    | 0.04%             | 2035-09-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $247246.43     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2625747.39    | 0.02%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3093845.12    | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     3452000 | PA      | $3471016.48    | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $1848390.58    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1243167.07    | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8356781.76    | 0.05%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HLDINGS                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20124.64      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112972.11     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      105000 | PA      | $107276.12     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       95000 | PA      | $97453.09      | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    11540000 | PA      | $9600874.51    | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $6520911.91    | 0.04%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     7405000 | PA      | $7001861.75    | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                               | KCOT 2023-2A A4                    | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1430000 | PA      | $1455743.43    | 0.01%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8084293.79    | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd                                                             | KSA IJARAH SUKUK                   | CUSIP: 50116FAA0<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |     6020000 | PA      | $6000632.43    | 0.03%             | 2030-09-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                        | KCOT 2025-1A A4                    | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2040000 | PA      | $2092221.76    | 0.01%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                                                 | KCOT 2025-2A A4                    | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $923147.86     | 0.01%             | 2030-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                    | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $1920669.62    | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A A4                   | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $987963.19     | 0.01%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A B                    | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1060000 | PA      | $1068550.91    | 0.01%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A C                    | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $868735.62     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A D                    | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $597514.12     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A A4                   | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1770000 | PA      | $1798795.95    | 0.01%             | 2030-04-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A B                    | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1775000 | PA      | $1808919.90    | 0.01%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1120939.49    | 0.01%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2310000 | PA      | $2361769.64    | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A B                    | CUSIP: 505912AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1423567.47    | 0.01%             | 2032-05-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A C                    | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      710000 | PA      | $712007.81     | 0.00%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A D                    | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      730000 | PA      | $733434.80     | 0.00%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A A4                   | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030000 | PA      | $1047993.28    | 0.01%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A B                    | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $572740.78     | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A C                    | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $339222.35     | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A D                    | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $289539.52     | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC                   | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69674.63      | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29114.01      | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       80000 | PA      | $65986.64      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | LIGHT & WONDER                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160251.50     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                             | LIFEPOINT HEALTH                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       55000 | PA      | $60628.91      | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178235.93     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14328.71      | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20001.17      | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      900000 | PA      | $909382.49     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9762.80       | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3654000 | PA      | $3841524.65    | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2047506.54    | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14173000 | PA      | $13365968.78   | 0.08%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    15620000 | PA      | $16639512.71   | 0.10%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      880000 | PA      | $867570.43     | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1719898.08    | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $2525345.12    | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4685821.96    | 0.03%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2808446.81    | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     8055000 | PA      | $8001662.63    | 0.05%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    49195000 | PA      | $48782755.70   | 0.28%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    39350000 | PA      | $39025837.60   | 0.22%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |     5460000 | PA      | $5521510.72    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     2751000 | PA      | $2757710.46    | 0.02%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     9738000 | PA      | $10576357.61   | 0.06%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     8451000 | PA      | $8981322.19    | 0.05%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1840219.41    | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     8251000 | PA      | $8447062.45    | 0.05%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     9601000 | PA      | $9673911.84    | 0.06%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     3887000 | PA      | $3827849.98    | 0.02%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     6740000 | PA      | $6743033.08    | 0.04%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5290000 | PA      | $5359697.69    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                                           | MTBAT 2024-1A A4                   | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1410000 | PA      | $1442542.94    | 0.01%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                                   | MTBAT 2025-1A A3                   | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2790000 | PA      | $2828374.22    | 0.02%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                                   | MTBAT 2025-1A A4                   | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1650455.19    | 0.01%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76434.28      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      125000 | PA      | $131867.69     | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                                                | MMAF 2024-A A3                     | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1510000 | PA      | $1533837.92    | 0.01%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $2108868.68    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6926.25       | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $83047.89      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A3                   | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2350000 | PA      | $2385151.07    | 0.01%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A4                   | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $906954.06     | 0.01%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $421990.07     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $202269.35     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      813239 | PA      | $774609.97     | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                            | MSWF 2023-2 A5                     | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8690000 | PA      | $9403438.57    | 0.05%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      304000 | PA      | $226461.98     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       85000 | PA      | $67813.75      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      237000 | PA      | $223090.49     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     9440000 | PA      | $9528211.93    | 0.05%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    15710000 | PA      | $16150563.94   | 0.09%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3789554.67    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    20723000 | PA      | $21175594.74   | 0.12%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    22350000 | PA      | $22656881.38   | 0.13%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    11155000 | PA      | $11375976.20   | 0.07%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1837351.02    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4098079.86    | 0.02%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      130000 | PA      | $120784.61     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      175085 | PA      | $166622.45     | 0.00%             | 2029-03-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    44330000 | PA      | $45407586.16   | 0.26%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      188883 | PA      | $188765.09     | 0.00%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                      | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      305000 | PA      | $280218.07     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $76978.33      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                        | MELCO RESORTS                      | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       70000 | PA      | $70346.83      | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     4260000 | PA      | $4005861.90    | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1883149.55    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1866952.62    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    14650000 | PA      | $14259569.93   | 0.08%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      235000 | PA      | $242078.19     | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | MITR BRDN / MIWD                   | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $71898.99      | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTL                      | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $4864101.39    | 0.03%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $10755139.95   | 0.06%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 A4                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2180000 | PA      | $2175637.17    | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 AS                     | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1720000 | PA      | $1694871.49    | 0.01%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                     | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1610000 | PA      | $1529911.03    | 0.01%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6241000 | PA      | $6175228.32    | 0.04%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $894668.26     | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6770000 | PA      | $6035577.83    | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3425451.21    | 0.02%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2028247.01    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3216919.79    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8690000 | PA      | $9104074.30    | 0.05%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4474353.18    | 0.03%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8546000 | PA      | $8738029.33    | 0.05%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15668575.40   | 0.09%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14020000 | PA      | $14793457.72   | 0.08%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1122161.21    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13784000 | PA      | $14227517.32   | 0.08%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3307000 | PA      | $3299880.78    | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                      | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $183964.64     | 0.00%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $781579.91     | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-1                            | MSRM 2023-1 A1                     | CUSIP: 61774YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    56741800 | PA      | $52582512.50   | 0.30%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                         | MSRM 2024-INV3 A1                  | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5916186 | PA      | $6038668.83    | 0.03%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                         | MSRM 2024-INV4 A6                  | CUSIP: 61776XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6280700 | PA      | $6259107.12    | 0.04%             | 2054-09-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 A5                  | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4710000 | PA      | $5000530.23    | 0.03%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 AS                  | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3570000 | PA      | $3773260.45    | 0.02%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    12210000 | PA      | $12577402.03   | 0.07%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      108000 | PA      | $104219.64     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104129.00     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      121000 | PA      | $120451.60     | 0.00%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      178000 | PA      | $189609.44     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      210000 | PA      | $216023.43     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      125000 | PA      | $124979.17     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       65000 | PA      | $65337.81      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71781.13      | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105130.22     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      265000 | PA      | $264711.66     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      330000 | PA      | $330147.23     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                     | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2350000 | PA      | $1789415.77    | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     4789000 | PA      | $4821907.32    | 0.03%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      341000 | PA      | $263356.08     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1188403.04    | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     4471000 | PA      | $4610173.87    | 0.03%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5234449.49    | 0.03%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     3510000 | PA      | $3200777.28    | 0.02%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA                   | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    24960000 | PA      | $25239527.46   | 0.14%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     5720000 | PA      | $5918783.81    | 0.03%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                    | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      177000 | PA      | $174343.33     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      163000 | PA      | $164568.07     | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $90784.92      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $112843.82     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2450000 | PA      | $2512426.98    | 0.01%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19634.73      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       80000 | PA      | $88390.12      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                                | NAVMT 2024-1 A                     | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $866292.71     | 0.00%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2018-B                                      | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23585 | PA      | $23525.33      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | NAVSL 2023-BA A1B                  | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      282302 | PA      | $284678.58     | 0.00%             | 2072-03-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                              | NAVEL 2025-A A                     | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2618628 | PA      | $2644309.98    | 0.02%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $2111334.68    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4412576.96    | 0.03%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $4467312.36    | 0.03%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49855.86      | 0.00%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       75000 | PA      | $66278.30      | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      118000 | PA      | $119754.85     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      172000 | PA      | $173086.21     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34539.63      | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29732.55      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      140000 | PA      | $148462.00     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    23970000 | PA      | $24236397.79   | 0.14%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $13207064.62   | 0.08%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                            | NFMOT 2025-1A A                    | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7247376 | PA      | $7319469.10    | 0.04%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      210000 | PA      | $215513.33     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2738657.67    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    14420000 | PA      | $14873845.21   | 0.09%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    12780000 | PA      | $12982742.24   | 0.07%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A4                     | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1810000 | PA      | $1836142.55    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A B                      | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $862545.24     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A C                      | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1870000 | PA      | $1894085.79    | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119488.10     | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120083.56     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $235111.19     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A B                     | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $599218.46     | 0.00%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B C                      | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740000 | PA      | $743686.61     | 0.00%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      230000 | PA      | $243395.58     | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $268210.50     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                    | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     9658000 | PA      | $9872820.02    | 0.06%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4489019.39    | 0.03%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1992333.13    | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1289732.02    | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71702.55      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                              | NOVA CHEMICALS                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $91197.71      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      377000 | PA      | $363829.81     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      428000 | PA      | $389824.97     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51794.83      | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1165335.05    | 0.01%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      230000 | PA      | $238246.79     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $5006.09       | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     2345000 | PA      | $2383541.96    | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1163028.58    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3929000 | PA      | $4118181.92    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70903.90      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139000.75     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-INV5 Trust                                                              | OBX 2022-INV5 A1                   | CUSIP: 67448JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2978414 | PA      | $2753255.29    | 0.02%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                    | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1839228 | PA      | $1588059.39    | 0.01%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1306958.92    | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1942973.87    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5435279.21    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6806808.98    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      630000 | PA      | $614605.51     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                        | OLIN CORP                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      162000 | PA      | $162942.81     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65907.65      | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      590000 | PA      | $590341.94     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200052.84     | 0.00%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7045000 | PA      | $6763820.38    | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10749000 | PA      | $11593484.05   | 0.07%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      515000 | PA      | $527529.72     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      115000 | PA      | $116584.42     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $482025.71     | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3864246.54    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      301000 | PA      | $317212.67     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1389737.85    | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      305000 | PA      | $298055.11     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65978.05      | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175272.92     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A A                    | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12440000 | PA      | $12563356.28   | 0.07%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A B                    | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1370000 | PA      | $1385907.62    | 0.01%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      110000 | PA      | $112964.59     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | ONTARIO GAMI/OTG                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      110000 | PA      | $109315.92     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $198666.39     | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      560000 | PA      | $556268.99     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      295000 | PA      | $302180.75     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    22302000 | PA      | $15316148.49   | 0.09%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1796207.28    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1197812.34    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13930000 | PA      | $14165609.18   | 0.08%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    31867000 | PA      | $31856770.89   | 0.18%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    11098000 | PA      | $11114397.18   | 0.06%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9404000 | PA      | $9436526.86    | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $72043.83      | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      243000 | PA      | $234787.47     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Orion US Finco Inc                                                               | ORION US FINCO                     | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       60000 | PA      | $60287.52      | 0.00%             | 2032-05-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     5438000 | PA      | $5680339.14    | 0.03%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                     | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     6816000 | PA      | $6897661.54    | 0.04%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA C                   | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $94990.32      | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      223000 | PA      | $226995.81     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126336.82     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1280256.47    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2024-B A                     | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5930000 | PA      | $5999838.80    | 0.03%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2024-D A                     | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4810000 | PA      | $4898978.27    | 0.03%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-B A                     | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7410000 | PA      | $7531139.42    | 0.04%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-D A                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270000 | PA      | $4298134.60    | 0.02%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F A                     | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6070000 | PA      | $6101250.79    | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F B                     | CUSIP: 69335PGD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1960000 | PA      | $1967611.27    | 0.01%             | 2030-08-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $8497695.13    | 0.05%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    18950000 | PA      | $19721031.80   | 0.11%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $17535636.96   | 0.10%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21820000 | PA      | $22392434.45   | 0.13%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | PT PERTAMINA                       | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $1975354.23    | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24182934 | PA      | $24341985.23   | 0.14%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV6                                                         | PMTLT 2025-INV6 A8                 | CUSIP: 69382MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30026367 | PA      | $30457287.30   | 0.17%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A3                 | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19450000 | PA      | $19582199.71   | 0.11%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A9                 | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26000000 | PA      | $26225862.00   | 0.15%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A34                | CUSIP: 69392UBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23400000 | PA      | $23399660.70   | 0.13%             | 2056-09-01      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                         | PMTLT 2025-INV1 A1                 | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16117867 | PA      | $16338230.31   | 0.09%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                         | PMTLT 2025-INV1 A7                 | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7878578 | PA      | $7997727.97    | 0.05%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      930000 | PA      | $796048.89     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2673550.48    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $801873.68     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1992976.12    | 0.01%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8242000 | PA      | $7169903.27    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $963938.88     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1400515.06    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                             | CUSIP: 698299AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |      780000 | PA      | $867791.56     | 0.00%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $109209.28     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $87592.78      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Park River Holdings Inc                                                          | PARK RIVER HOLD                    | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50657.93      | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                    | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    15270000 | PA      | $14822601.22   | 0.09%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $34162.36      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3236991.00    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A B                     | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $268913.63     | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A C                     | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | PA      | $308656.06     | 0.00%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A D                     | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | PA      | $308407.56     | 0.00%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $84974.63      | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $8251.23       | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       80000 | PA      | $77742.46      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163976.24     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                        | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7654.42       | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     1560000 | PA      | $1464919.88    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    43054000 | PA      | $39743281.69   | 0.23%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2420000 | PA      | $2411752.40    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    13620000 | PA      | $13980668.51   | 0.08%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     4186000 | PA      | $4136350.90    | 0.02%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     4435000 | PA      | $4377756.81    | 0.03%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    26339000 | PA      | $26201881.22   | 0.15%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    14825000 | PA      | $15007207.80   | 0.09%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    18975000 | PA      | $19162067.83   | 0.11%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1169136 | PA      | $1259830.14    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    10180000 | PA      | $10515412.66   | 0.06%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     8627000 | PA      | $8996930.97    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     8000000 | PA      | $7732448.58    | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     4920000 | PA      | $4666841.29    | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7853523.26    | 0.05%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5280000 | PA      | $4543480.54    | 0.03%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $2120570.56    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10345000 | PA      | $10348646.06   | 0.06%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     1950000 | PA      | $1689549.70    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286CQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     7356000 | PA      | $7252302.14    | 0.04%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                     | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     6210000 | PA      | $5951530.96    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | PHINIA INC                         | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72131.11      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                     | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      185000 | PA      | $196752.02     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $4134764.82    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     5410000 | PA      | $4865213.66    | 0.03%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $357884.17     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4228998.08    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5819082.77    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                         | PMTLT 2024-INV1 A8                 | CUSIP: 73015BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8160001 | PA      | $8309832.56    | 0.05%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                         | PMTLT 2024-INV1 A9                 | CUSIP: 73015BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2926957 | PA      | $2946317.87    | 0.02%             | 2059-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                         | PMTLT 2024-INV2 A1                 | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49229651 | PA      | $49902719.29   | 0.29%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                         | PMTLT 2024-INV2 A7                 | CUSIP: 73015CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20399098 | PA      | $20706771.84   | 0.12%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                         | PMTLT 2025-INV7 A1                 | CUSIP: 73015FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9041819 | PA      | $9193694.16    | 0.05%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                         | PMTLT 2025-INV7 A8                 | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28857259 | PA      | $29031412.23   | 0.17%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A7                 | CUSIP: 73015JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22011216 | PA      | $22327255.30   | 0.13%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A8                 | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2981599 | PA      | $2996249.62    | 0.02%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2                               | PFAST 2023-2A A4                   | CUSIP: 732916AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1782624.90    | 0.01%             | 2031-11-24      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1                               | PFAST 2024-1A A4                   | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1540000 | PA      | $1550049.73    | 0.01%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113066.51     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116238.83     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                        | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $545056.99     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                                             | PROG 2024-SFR2 A                   | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1377300 | PA      | $1324260.90    | 0.01%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                             | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1564996 | PA      | $1510610.77    | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                             | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      133436 | PA      | $130992.79     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                             | PROG 2022-SFR3 B                   | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $98167.76      | 0.00%             | 2039-04-17      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                                             | PROG 2024-SFR3 A                   | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1993550 | PA      | $1898637.23    | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                             | PROG 2024-SFR5 A                   | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4489978 | PA      | $4252393.93    | 0.02%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113197 | PA      | $113202.91     | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100159.85     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 A                   | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3890000 | PA      | $3684882.25    | 0.02%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 B                   | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1570000 | PA      | $1458571.45    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2255165 | PA      | $2139611.64    | 0.01%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                                             | PROG 2024-SFR4 A                   | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3685827 | PA      | $3513632.91    | 0.02%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4953879 | PA      | $4732302.75    | 0.03%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | PA      | $743875.78     | 0.00%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     5796000 | PA      | $5601526.42    | 0.03%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                                                             | PROTECTIVE LIFE                    | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84911.53      | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $1997141.42    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3798233.29    | 0.02%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      500000 | PA      | $424264.83     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $757013.49     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2337890.96    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $772321.20     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      500000 | PA      | $394372.96     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      806000 | PA      | $677641.57     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      500000 | PA      | $381670.62     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      261000 | PA      | $253019.30     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    20520000 | PA      | $21172272.39   | 0.12%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      115000 | PA      | $114856.25     | 0.00%             | 2032-08-12      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126085.72     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92005.19      | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                   | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     3006000 | PA      | $3008585.47    | 0.02%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | QUICKEN LOANS                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $126123.91     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      190000 | PA      | $196857.46     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      185000 | PA      | $192255.26     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-INV1                                                    | RCKT 2024-INV1 A1                  | CUSIP: 74938QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15977280 | PA      | $16288085.80   | 0.09%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                              | RCKTL 2025-1A B                    | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $271159.06     | 0.00%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $82285.63      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46339.54      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      190000 | PA      | $197624.20     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138413.15     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $66813.32      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                               | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1922819 | PA      | $1820219.71    | 0.01%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     8738000 | PA      | $8417854.33    | 0.05%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3556000 | PA      | $3977279.32    | 0.02%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    26898000 | PA      | $28025590.32   | 0.16%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    17386000 | PA      | $17857015.73   | 0.10%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     2536000 | PA      | $2658927.47    | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | VDCR 2025-1A A2A                   | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |     4280000 | PA      | $4292504.88    | 0.02%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | RIVERS BOR/FIN                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50924.28      | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | RIVERS LLC/CORP                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60554.22      | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $153990.14     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $216932.00     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      145635 | PA      | $145707.82     | 0.00%             | 2028-11-28      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $147073.91     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82468.11      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | ROCKIES EXPRESS                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52200.00      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $93928.03      | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      245000 | PA      | $259877.58     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                 | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136123.05     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3400000 | PA      | $3451769.02    | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1175000 | PA      | $1154243.69    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    11900000 | PA      | $12374567.97   | 0.07%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    10841000 | PA      | $11094821.46   | 0.06%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    14779000 | PA      | $14905938.83   | 0.09%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    12580000 | PA      | $12730945.97   | 0.07%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      205000 | PA      | $207427.78     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2782380.50    | 0.02%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A A4                   | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $769870.80     | 0.00%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A B                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      880000 | PA      | $905905.00     | 0.01%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A C                    | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      990000 | PA      | $1017817.32    | 0.01%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A B                    | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $612026.46     | 0.00%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A C                    | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2390000 | PA      | $2426623.17    | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      170000 | PA      | $159164.45     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A A4                   | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1070000 | PA      | $1086811.73    | 0.01%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A B                    | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1910000 | PA      | $1954620.66    | 0.01%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A C                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $911100.65     | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU 2024-1A A4                    | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      690000 | PA      | $701917.68     | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A A4                   | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2570000 | PA      | $2599822.28    | 0.01%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A B                    | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1330000 | PA      | $1348480.48    | 0.01%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A C                    | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2110000 | PA      | $2138399.97    | 0.01%             | 2032-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                            | SBALT 2025-A A4                    | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1170000 | PA      | $1184204.15    | 0.01%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A B                      | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050000 | PA      | $2077504.44    | 0.01%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A C                      | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $979087.49     | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A D                      | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $955455.77     | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                             | SBAT 2025-SF1 D                    | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $654642.56     | 0.00%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                          | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |       56665 | PA      | $56259.91      | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                          | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |       80798 | PA      | $80413.72      | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74998.50      | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      155000 | PA      | $151224.38     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      425000 | PA      | $394280.67     | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5354527.25    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5020.81       | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5812.87       | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $8249957.85    | 0.05%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B B                     | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | PA      | $311669.16     | 0.00%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B C                     | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $492133.02     | 0.00%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B D                     | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $632802.11     | 0.00%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    19358000 | PA      | $19306919.47   | 0.11%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 C                     | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1490000 | PA      | $1524348.23    | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 D                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1672625.70    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 B                     | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1490000 | PA      | $1514334.23    | 0.01%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 C                     | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1180000 | PA      | $1219778.51    | 0.01%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 C                     | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      840000 | PA      | $846038.51     | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 B                     | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4120000 | PA      | $4181905.06    | 0.02%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 C                     | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4420000 | PA      | $4515195.31    | 0.03%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4670000 | PA      | $4788391.97    | 0.03%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7710000 | PA      | $7844528.71    | 0.04%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 C                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1266836.75    | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 D                     | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1720000 | PA      | $1745632.99    | 0.01%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | SDART 2025-3 D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9520000 | PA      | $9586262.06    | 0.05%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                            | SBCLN 2023-B C                     | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      222193 | PA      | $224626.56     | 0.00%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                            | SBCLN 2023-B D                     | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      586818 | PA      | $595741.30     | 0.00%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A A2                    | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      154808 | PA      | $157308.70     | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A B                     | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      631617 | PA      | $638399.69     | 0.00%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A C                     | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      386401 | PA      | $390759.91     | 0.00%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A D                     | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      468140 | PA      | $474079.33     | 0.00%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 B                     | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3990000 | PA      | $4022122.29    | 0.02%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 B                     | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2890000 | PA      | $2906967.19    | 0.02%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9660000 | PA      | $9716411.50    | 0.06%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9380000 | PA      | $9444599.12    | 0.05%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                   | SAZERAC CO INC                     | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |      130000 | PA      | $130710.97     | 0.00%             | 2032-07-09      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                               | SCCU 2023-1A A4                    | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $543593.76     | 0.00%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                               | SCCU 2025-1A A4                    | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $474435.44     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                   | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     7870000 | PA      | $7981150.58    | 0.05%             | 2027-05-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2431557.99    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    11861000 | PA      | $12916442.87   | 0.07%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp                                          | SCIENCE APP                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65022.37      | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $26500.67      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64664.45      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $91258.21      | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $89260.55      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A B                     | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      495672 | PA      | $500306.66     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A C                     | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      199748 | PA      | $201522.16     | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B B                     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     2519970 | PA      | $2541344.17    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B C                     | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      339570 | PA      | $342151.13     | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B D                     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      312762 | PA      | $314825.72     | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | SEDGWICK CMS INC                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |       89774 | PA      | $89616.77      | 0.00%             | 2031-07-31      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                             | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    14857000 | PA      | $15116997.50   | 0.09%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                 | SEMT 2024-INV1 A2                  | CUSIP: 816939AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5859906 | PA      | $5958188.09    | 0.03%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                 | SEMT 2024-INV1 A5                  | CUSIP: 816939AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1764374 | PA      | $1786778.17    | 0.01%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                    | SERVICE CORP                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18877.35      | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103270.09     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177682.01     | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       85000 | PA      | $74932.90      | 0.00%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A A4                   | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1447190.16    | 0.01%             | 2030-12-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A B                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $359045.96     | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050000 | PA      | $2094156.18    | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                     | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $898813.54     | 0.01%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $437045.46     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $452851.36     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $437293.97     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      310000 | PA      | $268002.43     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    13860000 | PA      | $14000711.26   | 0.08%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $108528.46     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING                    | CUSIP: 82622RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     9435000 | PA      | $10192764.82   | 0.06%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69671.87      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    10940000 | PA      | $11319250.24   | 0.06%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                           | SIX FLAGS ENT                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101915.36     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    20587391 | PA      | $20703408.81   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                          | SMB 2017-B A2A                     | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |       12629 | PA      | $12554.02      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     2990000 | PA      | $3096650.45    | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    12585000 | PA      | $12873349.31   | 0.07%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK                   | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     7600000 | PA      | $7842654.23    | 0.04%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                        | SOFI 2017-F A2FX                   | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2155 | PA      | $2150.42       | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | SOLSTICE ADVANCE                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140388.33     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     6635000 | PA      | $6530687.33    | 0.04%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3360000 | PA      | $3320488.49    | 0.02%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     4290000 | PA      | $4355499.82    | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $52209.20      | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      161000 | PA      | $170858.52     | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      530000 | PA      | $479693.72     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1569564.02    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      615000 | PA      | $464255.28     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1778489.21    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6494601.35    | 0.04%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11937850.86   | 0.07%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      350000 | PA      | $298056.12     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2157679.99    | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3570109.04    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                     | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     4920000 | PA      | $4889600.50    | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     7070000 | PA      | $6973123.42    | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                      | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     1709000 | PA      | $1576290.87    | 0.01%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      153000 | PA      | $161197.95     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      175000 | PA      | $192472.69     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    16790000 | PA      | $18057849.96   | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      285000 | PA      | $295133.40     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106354.60     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87079.30      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92401.37      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60833.69      | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc                                                                  | STAR PARENT INC                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      115000 | PA      | $121805.30     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                     | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      600000 | PA      | $427930.61     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26252.60      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      190000 | PA      | $192747.71     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134728.79     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    18615000 | PA      | $19120912.13   | 0.11%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                      | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     8070000 | PA      | $8301846.73    | 0.05%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                            | STELLANTIS FINAN                   | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22265000 | PA      | $22253046.34   | 0.13%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA B                    | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210000 | PA      | $1220789.33    | 0.01%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA C                    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1640000 | PA      | $1656588.76    | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | SFUEL 2025-BA C                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1320000 | PA      | $1324568.65    | 0.01%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      110000 | PA      | $106033.63     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                               | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      240000 | PA      | $241647.24     | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2I                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8098800 | PA      | $8210606.36    | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2II                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4486100 | PA      | $4601492.81    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198565.27     | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6500000 | PA      | $6704010.85    | 0.04%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10050000 | PA      | $10190721.03   | 0.06%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     1168000 | PA      | $837134.07     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1671420.43    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | SUNOCO LP/FIN                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $262791.25     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      195000 | PA      | $198474.07     | 0.00%             | 2174-03-18      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129077.37     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     7560000 | PA      | $7569665.13    | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    12960000 | PA      | $13103420.81   | 0.08%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5773374.37    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    13920000 | PA      | $14047661.47   | 0.08%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    13078000 | PA      | $13581447.07   | 0.08%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2040190.72    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                    | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10850000 | PA      | $11039436.66   | 0.06%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9779000 | PA      | $6633875.43    | 0.04%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                                | TMUST 2025-1A A                    | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5260000 | PA      | $5327141.27    | 0.03%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2025-1A A2I                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9610000 | PA      | $9630075.29    | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |        8000 | PA      | $7266.00       | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      355000 | PA      | $239786.11     | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $123456.51     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $180266.83     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $257468.43     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3121313.26    | 0.02%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $667243.38     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1504885.53    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3458645.55    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $9137703.80    | 0.05%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     8360000 | PA      | $9102757.92    | 0.05%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2510148.10    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      118000 | PA      | $115222.29     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      245000 | PA      | $253771.45     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                   | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    30640000 | PA      | $31702503.28   | 0.18%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A B                     | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1091517.72    | 0.01%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A C                     | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1790000 | PA      | $1792361.91    | 0.01%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      136000 | PA      | $133533.19     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      109000 | PA      | $81324.13      | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       85000 | PA      | $85363.82      | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $156140.29     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                    | TESLA 2023-B A4                    | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1304700.02    | 0.01%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $113267.24     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 A4                     | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      720000 | PA      | $733268.38     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 B                      | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      720000 | PA      | $734181.55     | 0.00%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      700000 | PA      | $561906.73     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                   | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8166327.83    | 0.05%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      471000 | PA      | $475485.90     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                              | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4284186 | PA      | $4365114.73    | 0.03%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     4890000 | PA      | $5339023.85    | 0.03%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105501.26     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      225000 | PA      | $210951.13     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169391.72     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    15730000 | PA      | $16087644.36   | 0.09%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     7350000 | PA      | $7064885.81    | 0.04%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                                      | TALNT 2024-1A A                    | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |     3330000 | PA      | $3452927.28    | 0.02%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3503894.25    | 0.02%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     9545000 | PA      | $9633583.81    | 0.06%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A4                     | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3288427.96    | 0.02%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                         | TLOT 2025-A A4                     | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2290000 | PA      | $2320391.28    | 0.01%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                             | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     3790000 | PA      | $3854141.96    | 0.02%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7980000 | PA      | $8183571.85    | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $963540.96     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $700303.77     | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $74771.92      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102023.91     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      155000 | PA      | $161758.13     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      414000 | PA      | $423470.26     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9271.68       | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      475000 | PA      | $481663.44     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN INC                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      127500 | PA      | $134073.48     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       40000 | PA      | $39479.20      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      195000 | PA      | $191148.66     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                   | TRANSOCEAN TITAN                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       36429 | PA      | $37359.00      | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 A                    | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2857350 | PA      | $2833401.56    | 0.02%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1160000 | PA      | $1149496.66    | 0.01%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                    | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2773770 | PA      | $2796924.78    | 0.02%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       45000 | PA      | $48712.50      | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $53322.01      | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Tronox Inc                                                                       | TRONOX INC                         | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58783.76      | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    22556000 | PA      | $23117953.39   | 0.13%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | CRC INSURANCE GR                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       38158 | PA      | $38809.75      | 0.00%             | 2032-05-06      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                               | TACLN 2025-1 B                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4650000 | PA      | $4653433.10    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     2046000 | PA      | $1622317.93    | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     3862000 | PA      | $3992264.20    | 0.02%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| X Corp                                                                           | X CORP                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      550000 | PA      | $552062.50     | 0.00%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9253000 | PA      | $9401526.49    | 0.05%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10693858.84   | 0.06%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7370000 | PA      | $7696370.84    | 0.04%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    17135000 | PA      | $17828782.29   | 0.10%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     4051000 | PA      | $4086086.55    | 0.02%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4947.17       | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                      | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |        2000 | PA      | $2090.33       | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $681447.73     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144490.44     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       89000 | PA      | $87774.06      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25787.30      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105691.98     | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                                               | SUNRISE FINCO                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $214367.79     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                                     | USAOT 2024-A A4                    | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $862817.92     | 0.00%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI INC/NY                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31472.31      | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $86471.43      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3370000 | PA      | $3370096.95    | 0.02%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    17880000 | PA      | $17335798.11   | 0.10%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4035000 | PA      | $3998400.25    | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    15390000 | PA      | $15241289.12   | 0.09%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                    | USCLN 2025-SUP2 B1                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3970000 | PA      | $3974417.02    | 0.02%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                       | USCLN 2023-1 B                     | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185071 | PA      | $187224.48     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                       | USCLN 2025-SUP1 B                  | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5205329 | PA      | $5208429.16    | 0.03%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                      | USCAR 2025-1A A4                   | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $915768.63     | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      454000 | PA      | $376336.84     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      910000 | PA      | $729246.79     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1173697.22    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $6489588.19    | 0.04%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $740725.01     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       33000 | PA      | $23247.96      | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      446220 | PA      | $458662.23     | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      553000 | PA      | $552038.48     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      874000 | PA      | $861021.12     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     3380000 | PA      | $3371507.86    | 0.02%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    21166000 | PA      | $20947737.50   | 0.12%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    16126000 | PA      | $15788942.65   | 0.09%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    17134000 | PA      | $16599471.78   | 0.10%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    58213000 | PA      | $62895411.90   | 0.36%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    58662000 | PA      | $60704980.20   | 0.35%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    38091000 | PA      | $38081036.14   | 0.22%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     9385000 | PA      | $9818114.45    | 0.06%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299509.72     | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       63000 | PA      | $63291.19      | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      941000 | PA      | $1003218.75    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4719514.68    | 0.03%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    21830000 | PA      | $22722364.29   | 0.13%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6120000 | PA      | $6518556.23    | 0.04%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    11984000 | PA      | $12315539.69   | 0.07%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34225000 | PA      | $35096667.97   | 0.20%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40000000 | PA      | $39273437.60   | 0.23%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47535000 | PA      | $39574744.22   | 0.23%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61950000 | PA      | $50235158.36   | 0.29%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27914000 | PA      | $21851428.13   | 0.13%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11401000 | PA      | $9943364.36    | 0.06%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26360000 | PA      | $23332718.75   | 0.13%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26325000 | PA      | $22837965.75   | 0.13%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10897000 | PA      | $9086650.77    | 0.05%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14560000 | PA      | $11652550.00   | 0.07%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11419000 | PA      | $8932245.09    | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $4639687.50    | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13000000 | PA      | $9167539.03    | 0.05%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30900000 | PA      | $21708456.95   | 0.12%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51200000 | PA      | $34126000.13   | 0.20%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58000000 | PA      | $42011484.52   | 0.24%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58000000 | PA      | $41907265.48   | 0.24%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18050000 | PA      | $13624929.69   | 0.08%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $15411718.80   | 0.09%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21600000 | PA      | $16231218.70   | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $18468281.25   | 0.11%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23312000 | PA      | $17451217.50   | 0.10%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23210000 | PA      | $16926073.77   | 0.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39200000 | PA      | $25006843.85   | 0.14%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45615000 | PA      | $29829715.32   | 0.17%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70509000 | PA      | $42148407.48   | 0.24%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86277000 | PA      | $42306061.54   | 0.24%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    90900000 | PA      | $45680800.55   | 0.26%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42000000 | PA      | $26451796.98   | 0.15%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53800000 | PA      | $28852351.43   | 0.17%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51000000 | PA      | $29117812.50   | 0.17%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45200000 | PA      | $31751234.49   | 0.18%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    94250000 | PA      | $60610849.85   | 0.35%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28600000 | PA      | $21174054.62   | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80100000 | PA      | $45303433.79   | 0.26%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86800000 | PA      | $60905797.09   | 0.35%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26000000 | PA      | $16121015.56   | 0.09%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    81870000 | PA      | $60622176.56   | 0.35%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40263000 | PA      | $33822492.67   | 0.19%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28200000 | PA      | $20621250.00   | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29466000 | PA      | $25093291.57   | 0.14%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28674000 | PA      | $25368649.38   | 0.15%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18104000 | PA      | $16395435.00   | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23600000 | PA      | $22774921.82   | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53228000 | PA      | $53774834.66   | 0.31%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35700000 | PA      | $34907906.25   | 0.20%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $11910468.72   | 0.07%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20535000 | PA      | $19059848.97   | 0.11%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39752000 | PA      | $39387088.96   | 0.23%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61100000 | PA      | $61481875.00   | 0.35%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29900000 | PA      | $29993437.50   | 0.17%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28000000 | PA      | $29081718.68   | 0.17%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46400000 | PA      | $44373624.77   | 0.25%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42500000 | PA      | $38751366.98   | 0.22%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20988000 | PA      | $18093131.67   | 0.10%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11000000 | PA      | $9793007.84    | 0.06%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26613000 | PA      | $24740733.93   | 0.14%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24191000 | PA      | $22525978.71   | 0.13%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12814500 | PA      | $11973548.44   | 0.07%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   144742000 | PA      | $128413293.13  | 0.74%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    92153000 | PA      | $88286893.21   | 0.51%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   120040000 | PA      | $112851667.49  | 0.65%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18822000 | PA      | $18229401.00   | 0.10%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   146775000 | PA      | $136443415.28  | 0.78%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   116400000 | PA      | $115918030.67  | 0.66%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22000000 | PA      | $21131171.82   | 0.12%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    69069000 | PA      | $70477359.73   | 0.40%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24563000 | PA      | $25251915.27   | 0.14%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21939000 | PA      | $22151534.06   | 0.13%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54601000 | PA      | $55782599.49   | 0.32%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16917000 | PA      | $16899818.59   | 0.10%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38334000 | PA      | $38750283.09   | 0.22%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18438000 | PA      | $18629582.25   | 0.11%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61748000 | PA      | $62920246.88   | 0.36%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23500000 | PA      | $23880038.95   | 0.14%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35000000 | PA      | $36435546.70   | 0.21%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $31226953.20   | 0.18%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35000000 | PA      | $35766992.10   | 0.21%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    85000000 | PA      | $86693358.95   | 0.50%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   108908000 | PA      | $110107689.14  | 0.63%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48000000 | PA      | $47437500.00   | 0.27%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68351000 | PA      | $69354905.31   | 0.40%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93249000 | PA      | $96483574.69   | 0.55%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78600000 | PA      | $80638687.50   | 0.46%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48005000 | PA      | $49336388.43   | 0.28%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    83600000 | PA      | $84733172.08   | 0.49%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44000000 | PA      | $44587812.28   | 0.26%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    71119000 | PA      | $71574606.09   | 0.41%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38000000 | PA      | $38234531.06   | 0.22%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    87400000 | PA      | $87970148.66   | 0.50%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   119000000 | PA      | $119715858.78  | 0.69%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26900000 | PA      | $27030296.88   | 0.16%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9845.46       | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1630635.90    | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94493.97      | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      850000 | PA      | $633237.25     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8779644.57    | 0.05%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2983438.46    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2673410.79    | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3235000 | PA      | $3265677.36    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13130000 | PA      | $13306280.94   | 0.08%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4367681.84    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4865000 | PA      | $5064553.07    | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14152.92      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      255000 | PA      | $258012.65     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5179.70       | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      175000 | PA      | $180787.19     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      180000 | PA      | $190934.72     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      165000 | PA      | $149302.82     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222507.72     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206353.01     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      205000 | PA      | $212735.29     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     6060000 | PA      | $6240944.84    | 0.04%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                         | VDC 2025-1A A2                     | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |     9430000 | PA      | $9477760.12    | 0.05%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $94880.12      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $111635.28     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      580000 | PA      | $555641.56     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66099.10      | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125156.66     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      145000 | PA      | $152268.64     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $441035.65     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      235000 | PA      | $255886.87     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1090882.10    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     9310000 | PA      | $5732255.26    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $1454829.89    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     7380000 | PA      | $7259077.73    | 0.04%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                   | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4156502.77    | 0.02%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-3 B                      | CUSIP: 92348KBQ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $497201.58     | 0.00%             | 2031-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 B                      | CUSIP: 92348KCJ0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     4680000 | PA      | $4783275.90    | 0.03%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     5790000 | PA      | $5944193.49    | 0.03%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 B                      | CUSIP: 92348KDC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3820000 | PA      | $3923817.29    | 0.02%             | 2032-06-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 C                      | CUSIP: 92348KDD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1119291.03    | 0.01%             | 2032-06-21      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 B                      | CUSIP: 92348KDK6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1330000 | PA      | $1335641.33    | 0.01%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 C                      | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $473537.64     | 0.00%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $868213.86     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 B                      | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      830000 | PA      | $843046.36     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $161986.85     | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 A                      | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6950000 | PA      | $7152188.71    | 0.04%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 B                      | CUSIP: 92348KDW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $583488.31     | 0.00%             | 2033-01-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 C                      | CUSIP: 92348KDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1074084.06    | 0.01%             | 2033-01-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $703853.99     | 0.00%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 A                      | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     8410000 | PA      | $8621293.68    | 0.05%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2690000 | PA      | $2734249.16    | 0.02%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1170377.08    | 0.01%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-5 C                      | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $403225.04     | 0.00%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 B                      | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1180000 | PA      | $1191121.85    | 0.01%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 C                      | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $303252.21     | 0.00%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-8 C                      | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1042975.29    | 0.01%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 A                      | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1399839.17    | 0.01%             | 2031-09-22      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1119363.30    | 0.01%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1170000 | PA      | $1186987.46    | 0.01%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     6830000 | PA      | $7232211.70    | 0.04%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4629173.32    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4770000 | PA      | $4359243.29    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      974000 | PA      | $962646.91     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $984201.30     | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $387220.67     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $884813.82     | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2790584.77    | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10060000 | PA      | $9668691.77    | 0.06%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      530000 | PA      | $529882.86     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90033.68      | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52975.44      | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94159.70      | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      500000 | PA      | $506346.55     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     6520000 | PA      | $6113736.87    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $5409738.21    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1011000 | PA      | $1101050.98    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      113000 | PA      | $111311.00     | 0.00%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     9170000 | PA      | $9192540.00    | 0.05%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A4                    | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1210787.99    | 0.01%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65124.40      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45858.99      | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34610.27      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                      | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     6020000 | PA      | $6204311.40    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87884.72      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd                                                    | WEATHERFORD INTE                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      120000 | PA      | $120108.47     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      545000 | PA      | $539406.07     | 0.00%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2490704.04    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      750000 | PA      | $633770.90     | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | WFCM 2024-C63 A5                   | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4260000 | PA      | $4412069.65    | 0.03%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4354000 | PA      | $4313879.93    | 0.02%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $420540.12     | 0.00%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2134394.47    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8410000 | PA      | $8175111.88    | 0.05%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      750000 | PA      | $658807.16     | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5223000 | PA      | $5486072.78    | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9680000 | PA      | $10254565.26   | 0.06%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $7358052.87    | 0.04%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $46024.14      | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4                   | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     2130000 | PA      | $2121477.44    | 0.01%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $29793.67      | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $729726.25     | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |     5940000 | PA      | $5964209.66    | 0.03%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      917703 | PA      | $895001.84     | 0.01%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185343.63     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      145000 | PA      | $150860.08     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98468.82      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1307576.47    | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43967.21      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1199259.77    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2614000 | PA      | $2636100.07    | 0.02%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                     | WLAKE 2025-2A B                    | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1226423.42    | 0.01%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1175000 | PA      | $899449.93     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     3761000 | PA      | $3707676.79    | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2132759.98    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71561.01      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                    | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1071000 | PA      | $1129498.14    | 0.01%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40347.23      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      215000 | PA      | $214604.63     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      535000 | PA      | $495355.88     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      200000 | PA      | $216456.78     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      680000 | PA      | $515872.00     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL               | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |      500000 | PA      | $472551.30     | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2388521.86    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A4                    | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2510000 | PA      | $2566301.81    | 0.01%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A4                    | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3570000 | PA      | $3619358.82    | 0.02%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A B                     | CUSIP: 98164RAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1510000 | PA      | $1532897.64    | 0.01%             | 2029-12-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A C                     | CUSIP: 98164RAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | PA      | $791672.86     | 0.00%             | 2030-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A B                     | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1010000 | PA      | $1030723.58    | 0.01%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A C                     | CUSIP: 98164YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1410000 | PA      | $1431884.19    | 0.01%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C B                     | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1446462.86    | 0.01%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A B                      | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2239364.16    | 0.01%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      125000 | PA      | $122108.83     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       80000 | PA      | $78366.63      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       30000 | PA      | $29936.08      | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      125000 | PA      | $126634.81     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58794.53      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66780.88      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73397.20      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      295000 | PA      | $292814.97     | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1678480.09    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    15639000 | PA      | $15468079.80   | 0.09%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     9680000 | PA      | $9796246.02    | 0.06%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: AP4289843<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     3379000 | PA      | $1453488.56    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     1020000 | PA      | $383525.25     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     2880000 | PA      | $1058477.24    | 0.01%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $74731.80      | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | CEMEX SAB                          | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |     8265000 | PA      | $8239216.39    | 0.05%             | 2174-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    30438000 | PA      | $30037591.61   | 0.17%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     6385000 | PA      | $6496965.13    | 0.04%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     7470000 | PA      | $7158268.04    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     1569000 | PA      | $1563694.71    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     6109000 | PA      | $6072445.35    | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     4522000 | PA      | $4529127.55    | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     9740000 | PA      | $9810171.16    | 0.06%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | PETROLEOS DEL PE                   | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |      484000 | PA      | $357561.74     | 0.00%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                               | KOREA HYDRO & NU                   | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     2583000 | PA      | $2640940.30    | 0.02%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     8440000 | PA      | $8201224.80    | 0.05%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         974 | NC      | $313166.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1293 | NC      | $-13096.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SCDS: (SOAF)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     -360000 | NC      | $666.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1600000 | NC      | $-31278.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1300000 | NC      | $-25413.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 3.940000 29-JAN-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -16700000 | NC      | $-510958.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.440000 29-JAN-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33400000 | NC      | $221455.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.944600 12-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 25203240000 | NC      | $-96691.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.300000 11-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    64600000 | NC      | $939448.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.905980 16-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 25231400000 | NC      | $16523.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.44.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   274272015 | NC      | $-6223415.74   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -82000000 | NC      | $-99293.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 5.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    82000000 | NC      | $11648.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    76800000 | NC      | $389348.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 5.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -76800000 | NC      | $-38729.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.457300 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    84897563 | NC      | $105424.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.508800 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    84897563 | NC      | $195766.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.625000 18-JUN-2031 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    80660000 | NC      | $-935724.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.457500 18-JUN-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   290680000 | NC      | $728475.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.035000 18-DEC-2055 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5310000 | NC      | $103200.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.811800 11-AUG-2026 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   250000000 | NC      | $214480.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 3.472250 11-AUG-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   125000000 | NC      | $-125796.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.538900 10-DEC-2035 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    40000000 | NC      | $-63733.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.130800 18-DEC-2030 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    77689698 | NC      | $-257005.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.410500 09-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20800000 | NC      | $102296.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.105000 09-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    24400000 | NC      | $-86675.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.823500 09-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5800000 | NC      | $-6030.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.961000 09-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     8080000 | NC      | $-45488.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.072000 10-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    88600000 | NC      | $-367544.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.349000 10-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    74700000 | NC      | $566448.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.733000 10-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20400000 | NC      | $-166666.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.860000 10-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     8000000 | NC      | $98426.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 3.259500 15-SEP-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    53200000 | NC      | $141338.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.780000 15-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33900000 | NC      | $-897885.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (MEX)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    47035000 | NC      | $-182203.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -15802000 | NC      | $-1101283.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.793500 19-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     8070000 | NC      | $194198.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.221000 22-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    99200000 | NC      | $-153750.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.465000 22-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    82900000 | NC      | $232732.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.803500 22-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    22700000 | NC      | $-67608.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (STLA)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -1600000 | NC      | $285651.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TELEFO)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     8600000 | NC      | $-166530.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.638350 15-MAY-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    22000000 | NC      | $-31865.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.955020 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    14000000 | NC      | $27552.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.927023 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    13600000 | NC      | $-22418.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.619318 15-MAY-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    22500000 | NC      | $1335.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.000000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   288100000 | NC      | $708511.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 2.250000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -432150000 | NC      | $-202613.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.900000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33900000 | NC      | $3.39          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.500000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33900000 | NC      | $37.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.200000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -217600000 | NC      | $-1817782.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTP 3.200000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -217600000 | NC      | $-2203717.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.920000 03-SEP-2027  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -50600000 | NC      | $-1806508.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 3.515000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   184000000 | NC      | $4019888.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 3.515000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   184000000 | NC      | $3941872.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.920000 03-SEP-2027  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -50600000 | NC      | $-2136587.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.800000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    14600000 | NC      | $408265.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.600000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -14600000 | NC      | $-239365.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.450000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -14600000 | NC      | $-156185.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.810000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -29500000 | NC      | $-866836.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 2.700000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -114500000 | NC      | $-248881.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.260000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    29500000 | NC      | $182239.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1233 | NC      | $881670.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      157273 | PA      | $157272.75     | 0.00%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      125000 | PA      | $124687.50     | 0.00%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK ELEVATOR US                     | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |       39800 | PA      | $39886.70      | 0.00%             | 2030-04-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                      | OPAL US LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      155000 | PA      | $155742.76     | 0.00%             | 2032-04-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       95000 | PA      | $94794.61      | 0.00%             | 2032-07-16      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                     | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      635250 | PA      | $637858.97     | 0.00%             | 2028-11-06      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT Dec25            | CUSIP: XMZ520252<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         298 | NC      | $-140987.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: ED0617438<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     3630000 | PA      | $4872372.42    | 0.03%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1578258.08    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $5245284.14    | 0.03%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1777105.51    | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |     1189000 | PA      | $1602665.82    | 0.01%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    37246000 | PA      | $37628557.39   | 0.22%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    31535000 | PA      | $31553072.71   | 0.18%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CITY OF BUENOS                     | CUSIP: LW2239967<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     1482741 | PA      | $1474956.41    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     1660000 | PA      | $1907775.39    | 0.01%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     3800000 | PA      | $4467987.06    | 0.03%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      909000 | PA      | $1115952.68    | 0.01%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     7349000 | PA      | $8631521.39    | 0.05%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $726639.30     | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     2646000 | PA      | $2242363.38    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     6320000 | PA      | $6467342.58    | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      627000 | PA      | $857741.57     | 0.00%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     3000000 | PA      | $3478882.85    | 0.02%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    15715000 | PA      | $17104648.80   | 0.10%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $2247374.96    | 0.01%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |     6445000 | PA      | $8575533.77    | 0.05%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $506621.62     | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                  | LYB INT FINANCE                    | CUSIP: 50247WAD9<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $946029.06     | 0.01%             | 2031-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                      | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      553000 | PA      | $413966.71     | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     6764000 | PA      | $8750740.03    | 0.05%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1170807.51    | 0.01%             | 2032-01-15      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                    | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      500000 | PA      | $422596.48     | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     4840000 | PA      | $5673138.54    | 0.03%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $4161022.14    | 0.02%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     2990000 | PA      | $3660385.95    | 0.02%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     6400000 | PA      | $7459712.32    | 0.04%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      454000 | PA      | $387764.33     | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     1757000 | PA      | $2033317.83    | 0.01%             | 2173-10-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     7305501 | PA      | $7122863.93    | 0.04%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    17286000 | PA      | $17206674.55   | 0.10%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |     2696000 | PA      | $3035899.53    | 0.02%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     3500000 | PA      | $2603872.84    | 0.01%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     5000000 | PA      | $4795257.50    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $701583.16     | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3395547.73    | 0.02%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     9700000 | PA      | $11303741.79   | 0.06%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    12684877 | PA      | $11521991.08   | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     4002000 | PA      | $5039675.30    | 0.03%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     3323000 | PA      | $3709660.38    | 0.02%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2924676.54    | 0.02%             | 2173-12-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2619084.35    | 0.02%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT                   | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |     8700000 | PA      | $9479320.79    | 0.05%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                              | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    19981000 | PA      | $19572438.50   | 0.11%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     6100000 | PA      | $6809166.49    | 0.04%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     2079000 | PA      | $2433495.18    | 0.01%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     3400000 | PA      | $3165499.56    | 0.02%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |    11900000 | PA      | $13926937.04   | 0.08%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $759024.86     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1627177.54    | 0.01%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     2200000 | PA      | $2485118.19    | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $943234.91     | 0.01%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     6200000 | PA      | $7317928.04    | 0.04%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     4740000 | PA      | $5476851.90    | 0.03%             | 2174-04-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      800000 | PA      | $949079.20     | 0.01%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      825000 | PA      | $1034286.92    | 0.01%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV                   | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1538355.24    | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $2696107.32    | 0.02%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      850000 | PA      | $886006.00     | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    15055000 | PA      | $16153757.56   | 0.09%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1480701.37    | 0.01%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     1487000 | PA      | $1766763.32    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                      | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $673792.72     | 0.00%             | 2043-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1903501.66    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $219909.80     | 0.00%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |     9203000 | PA      | $9516327.18    | 0.05%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $439871.02     | 0.00%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     1300000 | PA      | $1346535.97    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     2788000 | PA      | $3538062.34    | 0.02%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                         | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |     1480000 | PA      | $2096448.55    | 0.01%             | 2028-06-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1869863.65    | 0.01%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1126411.25    | 0.01%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      975000 | PA      | $1388414.85    | 0.01%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    16350000 | PA      | $19660570.59   | 0.11%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1611571.32    | 0.01%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     2683000 | PA      | $3152510.93    | 0.02%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     1716000 | PA      | $2093839.68    | 0.01%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1548354.54    | 0.01%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     3028000 | PA      | $3724666.63    | 0.02%             | 2029-05-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    42369000 | PA      | $44653960.17   | 0.26%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                   | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    14270000 | PA      | $14833540.85   | 0.09%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     3800000 | PA      | $4595694.79    | 0.03%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     2400000 | PA      | $3056907.23    | 0.02%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |    10560000 | PA      | $12684237.08   | 0.07%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      519000 | PA      | $664935.08     | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     3300000 | PA      | $4068153.76    | 0.02%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |        1000 | PA      | $1000.43       | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                                   | SCANDINAVIAN TOB                   | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |      346000 | PA      | $421689.51     | 0.00%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                  | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |     7500000 | PA      | $9102336.27    | 0.05%             | 2029-09-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    37530000 | PA      | $37555828.15   | 0.22%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      534000 | PA      | $750691.76     | 0.00%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     1175000 | PA      | $1415332.53    | 0.01%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2291806.00    | 0.01%             | 2035-06-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     6868000 | PA      | $7015021.22    | 0.04%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     2800000 | PA      | $3251964.60    | 0.02%             | 2038-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                   | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |    30348000 | PA      | $35329401.49   | 0.20%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     1900000 | PA      | $2239878.99    | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |     2975000 | PA      | $3460634.26    | 0.02%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     2700000 | PA      | $2964699.14    | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    27890000 | PA      | $32593503.22   | 0.19%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     2700000 | PA      | $3229077.11    | 0.02%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     4125000 | PA      | $4842793.53    | 0.03%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     9959000 | PA      | $11738927.61   | 0.07%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    17024000 | PA      | $20031042.62   | 0.11%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     2300000 | PA      | $2686003.60    | 0.02%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     6300000 | PA      | $7514442.81    | 0.04%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                    | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     9598000 | PA      | $11216456.63   | 0.06%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    36304000 | PA      | $42464018.31   | 0.24%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |     6100000 | PA      | $7399756.49    | 0.04%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    36636000 | PA      | $42862678.96   | 0.25%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2442901.50    | 0.01%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                    | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     3000000 | PA      | $3508628.82    | 0.02%             | 2035-06-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     3100000 | PA      | $3667433.63    | 0.02%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Supernova Invest GmbH                                                            | SUPERNOVA INVEST                   | CUSIP: N/A<br>LEI: 5299008Z5M2L56PLUX74       | Long             | DBT              | CORP              | AT        |      700000 | PA      | $836359.62     | 0.00%             | 2030-06-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                           | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |     1788000 | PA      | $2082057.85    | 0.01%             | 2032-07-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    14164000 | PA      | $16014216.59   | 0.09%             | 2045-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     7434000 | PA      | $8652971.87    | 0.05%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     6860000 | PA      | $8187418.97    | 0.05%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA                   | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |    42506000 | PA      | $49718805.23   | 0.29%             | 2035-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                      | CUSIP: 74341EAU6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1548096.45    | 0.01%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    38824000 | PA      | $45503377.69   | 0.26%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 3YR BOND FUT Dec25            | CUSIP: YMZ520251<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |        -106 | NC      | $26837.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer